Related papers: Multiclass processes, dual points and M/M/1 queues
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…
We study a class of globally coupled maps in the continuum limit, where the individual maps are expanding maps of the circle. The circle maps in question are such that the uncoupled system admits a unique absolutely continuous invariant…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
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…
We show that, for a stationary version of Hammersley's process, with Poisson ``sources'' on the positive x-axis, and Poisson ``sinks'' on the positive y-axis, an isolated second-class particle, located at the origin at time zero, moves…
Multiline queues are versatile combinatorial objects that play a key role in understanding the remarkable connection between the asymmetric simple exclusion process (ASEP) on a circle and Macdonald polynomials. Specializing the results of…
We consider random walks on the group of orientation-preserving homeomorphisms of the real line ${\mathbb R}$. In particular, the fundamental question of uniqueness of an invariant measure of the generated process is raised. This problem…
We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…
In this paper we prove a new combinatorial formula for the modified Macdonald polynomials $\widetilde{H}_\lambda(X;q,t)$, motivated by connections to the theory of interacting particle systems from statistical mechanics. The formula…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
In topological insulators and topological superconductors, the discrete jump of the topological invariant upon tuning a certain system parameter defines a topological phase transition. A unified framework is employed to address the quantum…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
Benchmarking anomaly detection approaches for multivariate time series is a challenging task due to a lack of high-quality datasets. Current publicly available datasets are too small, not diverse and feature trivial anomalies, which hinders…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
This work is devoted to the development of a novel theoretical approach, named hybrid approach, to handle a localized bottleneck in a symmetrically coupled two-channel totally asymmetric simple exclusion process with Langmuir kinetics. The…
In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…
Invariant manifolds play an important role in organizing global dynamical behaviors. For example, it is found that in multi-well conservative systems where the potential energy wells are connected by index-1 saddles, the motion between…
We study a two-component asymmetric simple exclusion process (ASEP) that is equivalent to the ASEP with second-class particles. We prove self-duality with respect to a family of duality functions which are shown to arise from the reversible…