相关论文: A Generalized Dynamic Asymmetric Exclusion Process…
We define the dual of a set of generators of the fundamental group of an oriented two-surface $S_{g,n}$ of genus $g$ with $n$ punctures and the associated surface $S_{g,n}\setminus D$ with a disc $D$ removed. This dual is another set of…
We show that the known matrix representations of the stationary state algebra of the Asymmetric Simple Exclusion Process (ASEP) can be interpreted combinatorially as various weighted lattice paths. This interpretation enables us to use the…
Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
We study an inhomogenous multispecies version of the Totally Asymmetric Simple Exclusion Process (TASEP) on a periodic oriented one dimensional lattice, which depends on two sets of parameters $({\bf \tau},{\bf \nu})$, attached to the…
Irreversible behaviour is traditionally associated with open stochastic dynamical systems, but an asymmetry in the probabilistic specification of a closed deterministic system can similarly lead to a disparity between the likelihoods of a…
Q-exchangeable ergodic distributions on the infinite symmetric group were classified by Gnedin-Olshanski (2012). In this paper, we study a specific linear combination of the ergodic measures and call it the Mallows product measure. From a…
A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…
The Askey-Wilson polynomials are a four-parameter family of orthogonal symmetric Laurent polynomials $R_n[z]$ which are eigenfunctions of a second-order $q$-difference operator $L$, and of a second-order difference operator in the variable…
We study dynamical reversibility in stationary stochastic processes from an information theoretic perspective. Extending earlier work on the reversibility of Markov chains, we focus on finitary processes with arbitrarily long conditional…
This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for…
We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…
We apply our general method of duality, introduced in [Giardina', Kurchan, Redig, J. Math. Phys. 48, 033301 (2007)], to models of population dynamics. The classical dualities between forward and ancestral processes can be viewed as a change…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
We study a class of discrete-time random dynamical systems with compact phase space. Assuming that the deterministic counterpart of the system in question possesses a dissipation property, its linearisation is approximately controllable,…
We investigate a rich new class of exactly solvable particle systems generalizing the Totally Asymmetric Simple Exclusion Process (TASEP). Our particle systems can be thought of as new exactly solvable examples of tandem queues, directed…
We investigate the asymmetric simple exclusion process (ASEP) on an interval with open boundaries. We provide a representation for its stationary distribution as a marginal of the top layer of a two-layer ensemble under Liggett's condition.…
By examining the deterministic limit of a general $\epsilon$-dependent generator for Markovian dynamics, which includes the continuous Fokker-Planck equations and discrete chemical master equations as two special cases, the intrinsic…
The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem…
A generalized gauge invariant Ising model on random surfaces with non-trivial topology is proposed and investigated with the dual transformation. It is proved that the model is self-dual in case of a self-dual lattice. In special cases the…