Related papers: Escape of mass in zero-range processes with random…

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…

We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…

We consider the problem of estimating the density of the process associated with the small jumps of a pure jump L\'evy process, possibly of infinite variation, from discrete observations of one trajectory. The interest of such a question…

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…

We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the A-power of the jump length and depend on the energy marks via a Boltzmann--like factor. The case A=1 corresponds…

A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…

Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…

Small quantum systems can now be continuously monitored experimentally which allows for the reconstruction of quantum trajectories. A peculiar feature of these trajectories is the emergence of jumps between the eigenstates of the observable…

For $\alpha\geq 1$, let $g:\mathbb N\to\mathbb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k)=(k/k-1)^\alpha$, $k\geq 2$. Consider the symmetric nearest neighbour zero range process on the discrete torus $\mathbb T_L$ in which a particle jumps…

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

We show that a certain model for the spread of an infection has a phase transition in the recuperation rate. The model is as follows: There are particles or individuals of type A and type B, interpreted as healthy and infected,…

We consider an extension of the zero-range process to the case where the hop rate depends on the state of both departure and arrival sites. We recover the misanthrope and the target process as special cases for which the probability of the…

Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov…

We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…

First-passage properties of continuous stochastic processes confined in a 1--dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains…

Let $E$ be a finite set, $\{F^i\}_{i \in E}$ a family of vector fields on $\mathbb{R}^d$ leaving positively invariant a compact set $M$ and having a common zero $p \in M.$ We consider a piecewise deterministic Markov process $(X,I)$ on $M…

Let $\bb T_L = \bb Z/L \bb Z$ be the one-dimensional torus with $L$ points. For $\alpha >0$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) = [k/(k-1)]^\alpha$, $k\ge 2$. Consider the totally asymmetric zero range process…

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

Let $N$ and $M$ be positive integers satisfying $1\le M\le N$, and let $0<p_0<p_1<1$. Define a process $\{X_n\}_{n=0}^\infty$ on $\mathbb{Z}$ as follows. At each step, the process jumps either one step to the right or one step to the left,…

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…