Related papers: Exact Large Deviation Function in the Asymmetric E…
This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
Letting~$N=\left\{N(t), t\geq0\right\}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} constructed a family of continuous processes by $$\Theta_{\epsilon}(t)=\int_0^t\theta_{\epsilon}(r)dr, \ \ \ \ \ 0 \le t \le 1,$$ where…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We consider the weakly asymmetric exclusion process with $N=L/2$ particles on a periodic lattice of $L$ sites, and hopping rates $1$ and $q=1-\mu/\sqrt{L}$ respectively in the forward and in the backward direction. Using Bethe ansatz, we…
We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…
We analyze the Bethe ansatz equations describing the complete spectrum of the transition matrix of the partially asymmetric exclusion process on a finite lattice and with the most general open boundary conditions. We extend results obtained…
We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…
The symmetric simple exclusion process (SEP) is a paradigmatic model of diffusion in a single-file geometry, in which the particles cannot cross. In this model, the study of currents have attracted a lot of attention. In particular, the…
A general analytic solution to the fractional advection diffusion equation is obtained in plane parallel geometry. The result is an infinite series of spatial Fourier modes which decay according to the Mittag-Leffler function, which is cast…
In this paper, we propose a general way of computing expectation values in the zero-range process, using an exact form of the partition function. As an example, we provide the fundamental diagram (the flux-density plot) of the asymmetric…
The totally asymmetric simple exclusion process in discrete time is considered on finite rings with fixed number of particles. A translation-invariant version of the backward-ordered sequential update is defined for periodic boundary…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
We consider the totally asymmetric exclusion process in discrete time with generalized updating rules. We introduce a control parameter into the interaction between particles. Two particular values of the parameter correspond to known…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…