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We consider zero-range processes in ${\mathbb{Z}}^d$ with site dependent jump rates. The rate for a particle jump from site $x$ to $y$ in ${\mathbb{Z}}^d$ is given by $\lambda_xg(k)p(y-x)$, where $p(\cdot)$ is a probability in…

概率论 · 数学 2007-09-12 Pablo A. Ferrari , Valentin V. Sisko

We introduce the Mass Migration Process (MMP), a conservative particle system on ${\mathbb N}^{{\mathbb Z}^d}$. It consists in jumps of $k$ particles ($k\ge 1$) between sites, with a jump rate depending only on the state of the system at…

概率论 · 数学 2016-07-08 Lucie Fajfrova , Thierry Gobron , Ellen Saada

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

动力系统 · 数学 2014-11-18 Vitor Araujo , Javier Solano

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

For $\alpha\geq 1$, let $g:\mathbb N\to\mathbb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k)=(k/k-1)^\alpha$, $k\geq 2$. Consider the symmetric nearest neighbour zero range process on the discrete torus $\mathbb T_L$ in which a particle jumps…

概率论 · 数学 2020-07-14 Tiecheng Xu

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

概率论 · 数学 2015-11-11 David Campos , Alejandro F. Ramirez

We consider a symmetric finite-range contact process on $\mathbb{Z}$ with two types of particles (or infections), which propagate according to the same supercritical rate and die (or heal) at rate $1$. Particles of type $1$ can enter any…

概率论 · 数学 2022-02-22 Mariela Pentón Machado

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…

动力系统 · 数学 2015-10-28 Yuri Bakhtin , Tobias Hurth , Jonathan C. Mattingly

We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to…

概率论 · 数学 2015-12-17 C. Bahadoran , T. Mountford , K. Ravishankar , E. Saada

Let $\rho$ be a general law--invariant convex risk measure, for instance the average value at risk, and let $X$ be a financial loss, that is, a real random variable. In practice, either the true distribution $\mu$ of $X$ is unknown, or the…

风险管理 · 定量金融 2022-11-02 Daniel Bartl , Ludovic Tangpi

For a family of random intermittent dynamical systems with a superattracting fixed point we prove that a phase transition occurs between the existence of an absolutely continuous invariant probability measure and infinite measure depending…

动力系统 · 数学 2023-05-31 Charlene Kalle , Benthen Zeegers

We study invariant measures of continuous contact model in small dimensional spaces ($d =1,2$). Under general conditions we prove that in the critical regime this system has the one-parameter set of invariant measures parametrized by the…

数学物理 · 物理学 2019-11-06 Yuri Kondratiev , Oleksandr Kutoviy , Sergey Pirogov , Elena Zhizhina

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

动力系统 · 数学 2017-10-05 Stefano Galatolo , Isaia Nisoli

We study the asymmetric zero-range process (ZRP) with L sites and open boundaries, conditioned to carry an atypical current. Using a generalized Doob h-transform we compute explicitly the transition rates of an effective process for which…

统计力学 · 物理学 2015-12-09 Ori Hirschberg , David Mukamel , Gunter M. Schütz

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…

统计力学 · 物理学 2018-04-26 Stefan Grosskinsky , Gunter M. Schuetz , Herbert Spohn

It is well known that open dynamical systems can admit an uncountable number of (absolutely continuous) conditionally invariant measures (ACCIMs) for each prescribed escape rate. We propose and illustrate a convex optimisation based…

动力系统 · 数学 2013-02-22 Christopher Bose , Rua Murray

We introduce a simple zero-range process with constant rates and one fast rate for a particular occupation number, which diverges with the system size. Surprisingly, this minor modification induces a condensation transition in the…

概率论 · 数学 2025-01-07 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…

最优化与控制 · 数学 2022-12-21 Lucas Gamertsfelder

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

概率论 · 数学 2023-08-10 Anatolii A. Puhalskii

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

动力系统 · 数学 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi
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