Related papers: Multispecies inhomogeneous $t$-PushTASEP with gene…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
We introduce a discrete time microscopic single particle model for kinetic transport. The kinetics is modeled by a two-state Markov chain, the transport by deterministic advection plus a random space step. The position of the particle after…
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and…
Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence…
This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…
In this paper, we prove that the kappa distribution is the stationary solution of the Vlasov-Poisson system in an inhomogeneous plasma under the polytropic equation of state and an assumption restricting the local velocity distribution to a…
We introduce a mean-field theoretical framework to describe multiple totally asymmetric simple exclusion processes (TASEPs) with different lattice lengths, entry and exit rates, competing for a finite reservoir of particles. We present…
Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…
Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
We review various combinatorial interpretations and mappings of stationary-state probabilities of the totally asymmetric, partially asymmetric and symmetric simple exclusion processes (TASEP, PASEP, SSEP respectively). In these steady…
At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…
We study the model of the totally asymmetric exclusion process with generalized update, which compared to the usual totally asymmetric exclusion process, has an additional parameter enhancing clustering of particles. We derive the exact…
Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
Exclusion processes in one dimension first appeared in the 70s and have since dragged much attention from communities in different domains: stochastic processes, out-of-equilibriums statistical physics, and more recently integrable systems.…
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…
We consider the influence of disorder on the non-equilibrium steady state of a minimal model for intracellular transport. In this model particles move unidirectionally according to the \emph{totally asymmetric exclusion process} (TASEP) and…
Unlike equilibrium statistical mechanics, with its well-established foundations, a similar widely-accepted framework for non-equilibrium statistical mechanics (NESM) remains elusive. Here, we review some of the many recent activities on…