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

We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

We consider a finite one-dimensional totally asymmetric simple exclusion process (TASEP) with four types of particles, $\{1,0,\bar{1},*\}$, in contact with reservoirs. Particles of species $0$ can neither enter nor exit the lattice, and…

Considering the large deviations of activity and current in the Asymmetric Simple Exclusion Process (ASEP), we show that there exists a non-trivial correspondence between the joint scaled cumulant generating functions of activity and…

Predictive constructions are a powerful way of characterizing the probability law of stochastic processes with certain forms of invariance, such as exchangeability or Markov exchangeability. When de Finetti-like representation theorems are…

Type-B permutation tableaux are combinatorial objects introduced by Lam and Williams that have an interesting connection with the partially asymmetric simple exclusion process (PASEP). In this paper, we compute the expected value of several…

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

We introduce the concept of a Markov influence system (MIS) and analyze its dynamics. An MIS models a random walk in a graph whose edges and transition probabilities change endogenously as a function of the current distribution. This…

The TASEP is a paradigmatic model from non-equilibrium statistical physics, which describes particles hopping along a lattice of discrete sites. The TASEP is applicable to a broad range of different transport systems, but does not consider…

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

We study a continuous-space version of the totally asymmetric simple exclusion process (TASEP), consisting of interacting Brownian particles subject to a driving force in a periodic external potential. Particles are inserted at the leftmost…

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

We study a multi-species exclusion process with inhomogeneous hopping rates. This model is equivalent to a Markov chain on the symmetric group that corresponds to a random walk in the affine braid arrangement. We find a matrix product…

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

We formulate and analyze the steady-state behavior of totally asymmetric simple exclusion processes (TASEPs) that contain periodically varying movement rates. In our models, particles at a majority sites hop to the right with rate $p_1$…