1,721,003 research outputs found
Sandpile models : The infinite volume model, Zhang's model and limiting shapes
Full text linkMeester, R.W.J. [Promotor]Redig, F. [Copromotor
Factorized Duality, Stationary Product Measures and Generating Functions
No full textWe find all self-duality functions of the form D(ξ,η)=∏xd(ξx,ηx)for a class of interacting particle systems. We call these duality functions of simple factorized form. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion processes, as well as duality and self-duality functions for their continuous counterparts. The approach is based on, firstly, a general relation between factorized duality functions and stationary product measures and, secondly, an intertwining relation provided by generating functions. For the interacting particle systems, these self-duality and duality functions turn out to be generalizations of those previously obtained in Giardinà et al. (J Stat Phys 135:25–55, 2009) and, more recently, in Franceschini and Giardinà (Preprint, arXiv:1701.09115, 2016). Thus, we discover that only these two families of dualities cover all possible cases. Moreover, the same method discloses all simple factorized self-duality functions for interacting diffusion systems such as the Brownian energy process, where both the process and its dual are in continuous variables
Generalized immediate exchange models and their symmetries
No full textWe reconsider the discrete dual of the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain symmetries and self-duality for it and its generalization. We show that analogous properties hold for models where the splitting is related to the symmetric exclusion process or to independent random walkers
Consistent particle systems and duality
Full text linkWe consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the Kipnis-Marchioro-Presutti model. Consistent systems are such that the distribution obtained by first evolving n particles and then removing a particle at random is the same as the one given by a random removal of a particle at the initial time followed by evolution of the remaining n − 1 particles. In this paper we discuss two main results. Firstly, we show that, for reversible systems, the property of consistency is equivalent to self-duality, thus obtaining a novel probabilistic interpretation of the self-duality property. Secondly, we show that consistent particle systems satisfy a set of recursive equations. This recursions implies that factorial moments of a system with n particles are linked to those of a system with n − 1 particles, thus providing substantial information to study the dynamics. In particular, for a consistent system with absorption, the particle absorption probabilities satisfy universal recurrence relations. Since particle systems with absorption are often dual to boundary-driven non-equilibrium systems, the consistency property implies recurrence relations for expec-tations of correlations in non-equilibrium steady states. We illustrate these relations with several examples.Applied Probabilit
Intertwining and Propagation of Mixtures for Generalized KMP Models and Harmonic Models
Full text linkWe study a class of stochastic models of mass transport on discrete vertex set V. For these models, a one-parameter family of homogeneous product measures ⊗i∈Vνθ is reversible. We prove that the set of mixtures of inhomogeneous product measures with equilibrium marginals, i.e., the set of measures of the form (Formula presented.) is left invariant by the dynamics in the course of time, and the “mixing measure” Ξ evolves according to a Markov process which we then call “the hidden parameter model”. This generalizes results from De Masi et al. (Preprint arXiv:2310.01672, 2023) to a larger class of models and on more general graphs. The class of models includes discrete and continuous generalized KMP models, as well as discrete and continuous harmonic models. The results imply that in all these models, the non-equilibrium steady state of their reservoir driven version is a mixture of product measures where the mixing measure is in turn the stationary state of the corresponding “hidden parameter model”. For the boundary-driven harmonic models on the chain {1,...,N} with nearest neighbor edges, we recover that the stationary measure of the hidden parameter model is the joint distribution of the ordered Dirichlet distribution (cf. Carinci et al., Preprint arXiv:2307.14975, 2023), with a purely probabilistic proof based on a spatial Markov property of the hidden parameter model
Condensation of SIP Particles and Sticky Brownian Motion
Full text linkWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field
Duality and Stationary Distributions of the “Immediate Exchange Model” and Its Generalizations
No full textWe study the “Immediate Exchange Model”, a wealth distribution model introduced in Heinsalu and Patriarca (Eur Phys J B 87:170, 2014). We prove that the model has a discrete dual, where the duality functions are natural polynomials associated to the Gamma distribution with shape parameter 2 and are exactly those connecting the Brownian Energy Process (with parameter 2) and the corresponding Symmetric Inclusion Process in Carinci et al. (J Stat Phys 152:657–697, 2013) and Giardinà et al. (J Stat Phys 135(1):25–55, 2009). As a consequence, we recover invariance of products of Gamma distributions with shape parameter 2, and obtain ergodicity results. Next we show similar properties for a more general model, where the exchange fraction is Beta(s, t) distributed, and product measures with (Formula presented.) marginals are invariant. We also show that the discrete dual model itself is self-dual and has the original continuous model as its scaling limit. We show that the self-duality is linked with an underlying SU(1, 1) symmetry, reminiscent of the one found before for the Symmetric Inclusion Process and related processes
Density Fluctuations for the Multi-Species Stirring Process
Full text linkWe study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of infinite-dimensional Ornstein-Uhlenbeck processes that are coupled in the noise terms. This shows that at the level of equilibrium fluctuations the species start to interact, even though at the level of the hydrodynamic limit each species diffuses separately. We consider also a generalization to a multi-species stirring process with a linear reaction term arising from species mutation. The general techniques used in the proof are based on the Dynkin martingale approach, combined with duality for the computation of the covariances
Quantitative Boltzmann–Gibbs Principles via Orthogonal Polynomial Duality
Full text linkWe study fluctuation fields of orthogonal polynomials in the context of particle systems with duality. We thereby obtain a systematic orthogonal decomposition of the fluctuation fields of local functions, where the order of every term can be quantified. This implies a quantitative generalization of the Boltzmann–Gibbs principle. In the context of independent random walkers, we complete this program, including also fluctuation fields in non-stationary context (local equilibrium). For other interacting particle systems with duality such as the symmetric exclusion process, similar results can be obtained, under precise conditions on the n particle dynamics.Applied Probabilit
Higher order fluctuation fields and orthogonal duality polynomials
Full text linkInspired by the works in [2] and [11] we introduce what we call k-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This type of duality provides us with a setting in which we are able to interpret these fields as some type of discrete analogue of powers of the well-known density fluctuation field. We show that the weak limit of the k-th order field satisfies a recursive martingale problem that corresponds to the SPDE associated with the kth-power of a generalized Ornstein-Uhlenbeck process.</p
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