Related papers: Escape of mass in zero-range processes with random…
We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…
We consider the simple exclusion process on Z x {0, 1}, that is, an ''horizontal ladder'' composed of 2 lanes, depending on 6 parameters. Particles can jump according to a lane-dependent translation-invariant nearest neighbour jump kernel,…
We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…
In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…
In this paper we discuss a credit risk model with a pure jump L\'evy process for the asset value and an unobservable random barrier. The default time is the first time when the asset value falls below the barrier. Using the…
We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…
A conserved generalized zero range process is considered in which two sites interact such that particles hop from the more populated site to the other with a probability $p$. The steady state particle distribution function $P(n)$ is…
We study a zero-range process with system-size dependent jump rates, which is known to exhibit a discontinuous condensation transition. Metastable homogeneous phases and condensed phases coexist in extended phase regions around the…
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…
The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
We consider an optimal control problem for piecewise deterministic Markov processes (PDMPs) on a bounded state space. The control problem under study is very general: a pair of controls acts continuously on the deterministic flow and on the…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
We investigate the long-term behavior of a random walker evolving on top of the simple symmetric exclusion process (SSEP) at equilibrium, in dimension one. At each jump, the random walker is subject to a drift that depends on whether it is…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…