相关论文: A Markov chain on permutations which projects to t…

In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…

In this thesis, we consider one of the most popular models of non-equilibrium statistical physics: the Asymmetric Simple Exclusion Process, in which particles jump stochastically on a one-dimensional lattice, between two reservoirs at fixed…

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Messenger RNA translation is often studied by means of statistical-mechanical models based on the Asymmetric Simple Exclusion Process (ASEP), which considers hopping particles (the ribosomes) on a lattice (the polynucleotide chain). In this…

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Measure-valued Markov chains have raised interest in Bayesian nonparametrics since the seminal paper by (Math. Proc. Cambridge Philos. Soc. 105 (1989) 579--585) where a Markov chain having the law of the Dirichlet process as unique…

We study the fluctuation properties of the asymmetric simple exclusion process (ASEP) on an infinite one-dimensional lattice. When $N$ particles are initially situated in the negative region with a uniform density $\rho_-=1$, Johansson…

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

This thesis introduces a way to build Markov chains out of Hopf algebras. The transition matrix of a "Hopf-power Markov chain" is (the transpose of) the matrix of the coproduct-then-product operator on a combinatorial Hopf algebra with…

We consider all totally asymmetric simple exclusion processes (TASEPs) whose transition probabilities are given in the Sch\"utz-type formulas and which jump with homogeneous rates. We show that the multi-point distribution of particle…

A particle entering a scattering and absorbing medium executes a random walk through a sequence of scattering events. The particle ultimately achieves first-passage, leaving the medium or it is absorbed. The Kubelka-Munk model describes a…

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

The asymmetric simple exclusion process (ASEP) plays the role of a paradigm in non-equilibrium statistical mechanics. We review exact results for the ASEP obtained by Bethe ansatz and put emphasis on the algebraic properties of this model.…

The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…

We calculate the spectral gap of the Markov matrix of the totally asymmetric simple exclusion process (TASEP) on a ring of L sites with N particles. Our derivation is simple and self-contained and extends a previous calculation that was…

Totally asymmetric simple exclusion processes, consisting of two coupled parallel lattice chains with particles interacting with hard-core exclusion and moving along the channels and between them, are considered. In the limit of strong…

This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…

We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…

The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…