相关论文: Multi-point distribution of discrete time periodic…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
Interacting particle systems in the KPZ universality class on a ring of size $L$ with $O(L)$ number of particles are expected to change from KPZ dynamics to equilibrium dynamics at the so-called relaxation time scale $t=O(L^{3/2})$. In…
We prove Airy process variational formulas for the one-point probability distribution of (discrete time parallel update) TASEP with general initial data, as well as last passage percolation from a general lattice path to a point. We also…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
The totally asymmetric simple exclusion process with generalized update is a version of the discrete time totally asymmetric exclusion process with an additional inter-particle interaction that controls the degree of particle clustering.…
The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The…
Generalization of the one-dimensional totally asymmetric exclusion process (TASEP) with open boundary conditions in which particles are allowed to jump $l$ sites ahead with the probability $p_l\sim 1/l^{\sigma+1}$ is studied by Monte Carlo…
We study the totally asymmetric simple exclusion process with open boundaries in the high density and the low density phase. In the bulk of the two phases, we show that the process on a segment of length $N$ exhibits cutoff at order $N$,…
The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…
The totally asymmetric exclusion process (TASEP) with periodic boundaries is considered as traffic flow model. The large-L approximation of the stationary state is used for the derivation of the time-headway distribution (an important…
For the two-sided Bernoulli initial condition with density $\rho_-$ (resp. $\rho_+$) to the left (resp. to the right), we study the distribution of a tagged particle in the one dimensional symmetric simple exclusion process. We obtain a…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We study the model of the totally asymmetric exclusion process with generalized update, which compared to the usual totally asymmetric exclusion process, has an additional parameter enhancing clustering of particles. We derive the exact…
We discuss a few mathematical aspects of random dynamical decoupling, a key tool procedure in quantum information theory. In particular, we place it in the context of discrete stochastic processes, limit theorems and CPT semigroups on…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
In a recent contribution, Dotsenko establishes a Fredholm determinant formula for the two-point distribution of the KPZ equation in the long time limit and starting from narrow wedge initial conditions. We establish that his expression is…
Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…
We study the totally asymmetric simple exclusion process (TASEP) on $\mathbb{Z}$ with step initial condition, in which all particles have distinct types. Our main object of interest is the type of the rightmost particle -- the leader -- at…
In this paper we study the probability distribution of the position of a tagged particle in the $q$-deformed Totally Asymmetric Zero Range Process ($q$-TAZRP) with site dependent jumping rates. For a finite particle system, it is derived…