Related papers: The asymmetric exclusion model with sequential upd…
We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…
We prove a duality between the asymmetric simple exclusion process (ASEP) with non-conservative open boundary conditions and an asymmetric exclusion process with particle-dependent hopping rates and conservative reflecting boundaries. This…
In this paper, we study an exact solution of the asymmetric simple exclusion process on a periodic lattice of finite sites with two typical updates, i.e., random and parallel. Then, we find that the explicit formulas for the partition…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
In this paper, we introduce a new method for applying the implicit function theorem to find nontrivial solutions to overdetermined problems with a fixed boundary (given) and a free boundary (to be determined). The novelty of this method…
This paper is a continuation of Akahori-Barsotti-Imamura (2017) and where the authors i) showed that a payment at a random time, which we call timing risk, is decomposed into an integral of static positions of knock-in type barrier options,…
In this paper we analyze the steady state of the Asymmetric Simple Exclusion process with open boundaries and second class particles by deforming it through the introduction of spectral parameters. The (unnormalized) probabilities of the…
We study the fluctuation properties of the asymmetric simple exclusion process (ASEP) on an infinite one-dimensional lattice. When $N$ particles are initially situated in the negative region with a uniform density $\rho_-=1$, Johansson…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…
We study the asymmetric matrix factorization problem under a natural nonconvex formulation with arbitrary overparametrization. The model-free setting is considered, with minimal assumption on the rank or singular values of the observed…
We study a one-dimensional exclusion process with a fixed jump length $I \ge 1$ in which a particle may advance or retreat $I$ sites provided all intermediate sites are vacant, with hopping rates of Arrhenius type depending on the local…
This paper summarizes results and some open problems about the large-scale and long-time behavior of asymmetric, disordered exclusion and zero-range processes. These processes have randomly chosen jump rates at the sites of the underlying…
The asymmetric simple exclusion process (ASEP) is a paradigmatic nonequilibrium many-body system that describes the asymmetric random walk of particles with exclusion interactions in a lattice. Although the ASEP is recognized as an exactly…
In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil…
Simultaneous perturbation stochastic approximation (SPSA) is widely used in stochastic optimization due to its high efficiency, asymptotic stability, and reduced number of required loss function measurements. However, the standard SPSA…
Using the Bethe ansatz we obtain the determinant expression for the time dependent transition probabilities in the totally asymmetric exclusion process with parallel update on a ring. Developing a method of summation over the roots of Bethe…
Recently a perturbative theory has been constructed, starting from the Feynman rules of the nonlinear sigma model at the tree level in the presence of an external vector source coupled to the flat connection and of a scalar source coupled…
We prove distributional convergence for a family of random processes on $\mathbb{Z}$, which we call asymmetric cooperative motions. The model generalizes the "totally asymmetric hipster random walk" introduced in [Addario-Berry, Cairns,…
Rank-one update of the spectrum of a matrix is a fundamental problem in classical perturbation theory. In this paper, we consider its variant where only part of the spectrum is known. We address this variant using an efficient scheme for…