Related papers: Multispecies inhomogeneous $t$-PushTASEP with gene…
Let $\mathcal{P}_k(n)$ denote the set of partitions of $n$ whose largest part is bounded by $k,$ which are in well-known bijection with $(k+1)$-cores $\mathcal{C}_k$. We study a growth process on $\mathcal{C}_k$, whose stationary…
By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs,…
The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…
In this paper, we present a new method for the solution of those linear transport processes that may be described by a Master Equation, such as electron, neutron and photon transport, and more exotic variants thereof. We base our algorithm…
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…
Nonequilibrium collective motion is ubiquitous in nature and often results in a rich collection of intringuing phenomena, such as the formation of shocks or patterns, subdiffusive kinetics, traffic jams, and nonequilibrium phase…
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…
We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…
Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
This article contains new tools for studying the shape of the stationary distribution of sizes in a dynamic economic system in which units experience random multiplicative shocks and are occasionally reset. Each unit has a Markov-switching…
The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of a broad class of models of random interface growth in one dimension, the one-dimensional KPZ universality class. In this survey we…
In this paper, we investigate spreading properties of the solutions of the Kolmogorov-Petrovsky-Piskunov-type, (to be simple,KPP-type) lattice system \begin{equation}\label{firstequation}\overset{.}u_{i}(t)…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…
Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…
Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
We identify the algorithm for constructing steady states of the $n$-species totally asymmetric simple exclusion process (TASEP) on $L$ site periodic chain by Ferrari and Martin with a composition of combinatorial $R$ for the quantum affine…