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We consider a discrete-time random walk on a line starting at $x_0\geq 0$ where a cost is incurred at each jump. We obtain an exact analytical formula for the distribution of the total cost of a trajectory until the process crosses the…

统计力学 · 物理学 2026-02-03 Francesco Mori , Satya N. Majumdar , Pierpaolo Vivo

A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…

数值分析 · 数学 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

We prove the hydrodynamic limit for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The dynamics…

概率论 · 数学 2010-03-23 Alexandre B. Simas

We study the hydrodynamic and hydrostatic limits of the one-dimensional open symmetric inclusion process with slow boundary. Depending on the value of the parameter tuning the interaction rate of the bulk of the system with the boundary, we…

概率论 · 数学 2023-12-04 Chiara Franceschini , Patrícia Gonçalves , Federico Sau

We survey our recent articles dealing with one dimensional attractive zero range processes moving under site disorder. We suppose that the underlying random walks are biased to the right and so hyperbolic scaling is expected. Under the…

概率论 · 数学 2020-08-17 Christophe Bahadoran , Thomas Mountford , K. Ravishankar , Ellen Saada

We study a planar random motion $\big(X(t),Y(t)\big)$ with orthogonal directions which can turn clockwise, counterclockwise and reverse its direction each with a different probability. The support of the process is given by a time-varying…

概率论 · 数学 2024-04-18 Enzo Orsingher , Manfred Marvin Marchione

We investigate the hydrodynamical behavior of a system of random walks with zero-range interactions moving in a common `Sinai-type' random environment on a one dimensional torus. The hydrodynamic equation found is a quasilinear SPDE with a…

概率论 · 数学 2020-06-02 Claudio Landim , Carlos G. Pacheco , Sunder Sethuraman , Jianfei Xue

In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an…

交易与市场微观结构 · 定量金融 2016-02-25 Xuefeng Gao , S. J. Deng

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

统计力学 · 物理学 2015-06-24 Guy Fayolle , Cyril Furtlehner

We consider a general class of preferential attachment schemes evolving by a reinforcement rule with respect to certain sublinear weights. In these schemes, which grow a random network, the sequence of degree distributions is an object of…

概率论 · 数学 2014-02-19 Jihyeok Choi , Sunder Sethuraman , Shankar C. Venkataramani

Subdiffusive motion takes place at a much slower timescale than diffusive motion. As a preliminary step to studying reaction-subdiffusion pulled fronts, we consider here the hyperbolic limit $(t,x) \to (t/\varepsilon, x/\varepsilon)$ of an…

偏微分方程分析 · 数学 2019-12-12 Vincent Calvez , Pierre Gabriel , Álvaro Mateos González

Consider a list of labeled objects that are organized in a heap. At each time, object $j$ is selected with probability $p_j$ and moved to the top of the heap. This procedure defines a Markov chain on the set of permutations which is…

统计方法学 · 统计学 2018-01-26 Alfred Kume , Fabrizio Leisen , Antonio Lijoi

Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…

概率论 · 数学 2024-07-31 Ankan Ganguly , Kavita Ramanan

We investigate the time evolution of a model system of interacting particles, moving in a $d$-dimensional torus. The microscopic dynamics are first order in time with velocities set equal to the negative gradient of a potential energy term…

统计力学 · 物理学 2018-02-12 Paolo Butta` , Joel L. Lebowitz

Collective dynamics can be observed among many animal species, and have given rise in the last decades to an active and interdisciplinary field of study. Such behaviors are often modeled by active matter, in which each individual is…

数学物理 · 物理学 2021-08-31 Clément Erignoux

A three-dimensional mathematical model of a viscous incompressible fluid with two stiff particles is investigated in the near-contact regime. When one of the particles approaches the other motionless particle with prescribed translational…

偏微分方程分析 · 数学 2022-06-23 Zhiwen Zhao

We describe the hydrodynamic behavior of the $k$-step exclusion process. Since the flux appearing in the hydrodynamic equation for this particle system is neither convex nor concave, the set of possible solutions include in addition to…

概率论 · 数学 2010-11-10 Herve Guiol , Krishnamurthi Ravishankar , Ellen Saada

A foundational question in relativistic fluid mechanics concerns the properties of the hydrodynamic gradient expansion at large orders. We establish the precise conditions under which this gradient expansion diverges for a broad class of…

高能物理 - 理论 · 物理学 2021-09-08 Michal P. Heller , Alexandre Serantes , Michał Spaliński , Viktor Svensson , Benjamin Withers

We consider an open interacting particle system on a finite lattice. The particles perform asymmetric simple exclusion and are randomly created or destroyed at all sites, with rates that grow rapidly near the boundaries. We study the…

概率论 · 数学 2024-07-16 Lu Xu , Linjie Zhao

We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. We show that the conditional distribution of the geometric Brownian motion converges after a suitable…

概率论 · 数学 2025-05-14 Ze-An Ng