The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In this paper we study some aspects of the TASEP in discrete time and compare the results to the recently obtained results for the TASEP in continuous time. In particular we focus on stationary distributions for multi-type models, speeds of second-class particles, collision probabilities and the "speed process". In discrete time, jump attempts may occur at different sites simultaneously, and the order in which these attempts are processed is important; we consider various natural update rules.
We consider the q-Hahn TASEP which is a three-parameter family of discrete time interacting particle systems. The particles jump to the right independently according to a certain q-Binomial distribution with parallel updates. It is a generalization of the discrete time q-TASEP which is the q-deformed totally asymmetric simple exclusion process (TASEP) on Z for q in [0,1). For step initial condition, we prove that the current fluctuation of q-Hahn TASEP at time t is of order $t^{1/3}$ and asymptotically distributed as the GUE Tracy-Widom distribution. We verify the KPZ scaling theory conjecture…
We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single Fredholm determinant representation for the joint distribution function of particle positions with arbitrary initial data. This formula is a generalization of the recent result by Mateski, Quastel and Remenik and allows us to take the KPZ scaling limit. For both the discrete time geometric and Bernoulli TASEPs, we show that the distribution function converges …
We study the one-dimensional discrete time totally asymmetric simple exclusion process with parallel update rules on a spatially periodic domain. A multi-point space-time joint distribution formula is obtained for general initial conditions. The formula involves contour integrals of Fredholm determinants with kernels acting on certain discrete spaces. For a class of initial conditions satisfying certain technical assumptions, we are able to derive large-time, large-period limit of the joint distribution, under the relaxation time scale $t=O(L^{3/2})$ when the height fluctuations are critically…
We introduce two new exactly solvable (stochastic) interacting particle systems which are discrete time versions of q-TASEP. We call these geometric and Bernoulli discrete time q-TASEP. We obtain concise formulas for expectations of a large enough class of observables of the systems to completely characterize their fixed time distributions when started from step initial condition. We then extract Fredholm determinant formulas for the marginal distribution of the location of any given particle. Underlying this work is the fact that these expectations solve closed systems of difference equations…
Recently Johansson and Rahman obtained the limiting multi-time distribution for the discrete polynuclear growth model, which is equivalent to a discrete TASEP model with step initial condition. In this paper, we obtain a finite time multi-point distribution formula of continuous TASEP with general initial conditions in the space-time plane. We evaluate the limit of this distribution function when the times go to infinity at the same speed for both step and flat initial conditions. These limiting distributions are expected to be universal for all the models in the Kardar-Parisi-Zhang universali…
Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height functions have a determinantal structure. In the homogeneous case and for certain initial conditions, the fluctuations of the height function converge to Gaussian random variables in the large-time limit. The proof utilizes a coupling between the multi-species TASEP and a coalescing random walk, and previously known results for coalescing random walks.
We study the asymptotic behavior of a class of stochastic dynamics on interlacing particle configurations (also known as Gelfand-Tsetlin patterns). Examples of such dynamics include, in particular, a multi-layer extension of TASEP and particle dynamics related to the shuffling algorithm for domino tilings of the Aztec diamond. We prove that the process of reflected interlacing Brownian motions introduced by Warren in \cite{W} serves as a universal scaling limit for such dynamics.
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 first- or last-passage percolation models, or Robinson-Schensted-Knuth type systems with random input. One of the novel features of the particle systems is the presence of spatial inhomogeneity which can lead to the formation of traffic jams. For systems with special step-like initial data, we find explicit limit shapes, describe hydrodynamic evolution, and ob…
We study the following interacting particle system. There are $ρn$ particles, $ρ< 1$, moving clockwise ("right"), in discrete time, on $n$ sites arranged in a circle. Each site may contain at most one particle. At each time, a particle may move to the right-neighbor site according to the following rules. If its right-neighbor site is occupied by another particle, the particle does not move. If the particle has unoccupied sites ("holes") as neighbors on both sides, it moves right with probability $1$. If the particle has a hole as the right-neighbor and an occupied site as the left-neighbor, it…
We prove a intertwining relation (or Markov duality) between the $(q,μ,ν)$-Boson process and $(q,μ,ν)$-TASEP, two discrete time Markov chains introduced by Povolotsky. Using this and a variant of the coordinate Bethe ansatz we compute nested contour integral formulas for expectations of a family of observables of the $(q,μ,ν)$-TASEP when started from step initial data. We then utilize these to prove a Fredholm determinant formula for distribution of the location of any given particle.
We prove large deviation principles (LDP) for the invariant measures of the multiclass totally asymmetric simple exclusion process (TASEP) and the multiclass Hammersely-Aldous-Diaconis (HAD) process on a torus. The proof is based on a combinatorial representation of the measures in terms of a \emph{collapsing procedure} introduced in \cite{A} for the 2-class TASEP and then generalized in \cite{FM1}, \cite{FM2} and \cite{FM3} to the multiclass TASEP and the multiclass HAD process. The rate functionals are written in terms of variational problems that we solve in the cases of 2-class processes.
We study correlation functions of the totally asymmetric simple exclusion process (TASEP) in discrete time with backward sequential update. We prove a determinantal formula for the generalized Green function which describes transitions between positions of particles at different individual time moments. In particular, the generalized Green function defines a probability measure at staircase lines on the space-time plane. The marginals of this measure are the TASEP correlation functions in the space-time region not covered by the standard Green function approach. As an example, we calculate the…
We investigate a Markov chain defined by Thomas Lam, which generalizes the multi-type TASEP on a ring to any Weyl group. For groups of type C we define an analogue of the multiline queues of Ferrari and Martin (which compute the stationary distribution for the classical TASEP). While our construction does not suffice for finding the stationary distribution, the construction gives the stationary distribution of a certain projection of Lam's chain. Also, our approach is incremental, in the sense that the construction appears to fit into a pattern of 'conjugation matrices', which remains to be fu…
We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a signed determinantal point process. The long time scaling limit of the surface height is shown to coincide with the Airy_1 process. This result holds more generally for the observation points located along any space-like path in the space-time plane. We also obtain the corresponding results for the discrete time TASEP (totally asymmetric simple exclusion process)…
We obtain a new relation between the distributions $μ_t$ at different times $t\ge 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a continuous-time Markov process with local interactions and particle-dependent rates which maps the TASEP distributions $μ_t$ backwards in time. Under the backwards process, particles jump to the left, and the dynamics can be viewed as a version of the discrete-space Hammersley process. Combined with the forward TASEP evolution, this leads to a stationary Markov dynamics p…
We introduce a new interacting particle system on $\mathbb{Z}$, \emph{slowed $t$-TASEP}. It may be viewed as a $q$-TASEP with additional position-dependent slowing of jump rates depending on a parameter $t$, which leads to discrete and nonuniversal asymptotics at large time. If on the other hand $t \to 1$ as $\text{time} \to \infty$, we prove (1) a law of large numbers for particle positions, (2) a central limit theorem, with convergence to the fixed-time Gaussian marginal of a stationary solution to SDEs derived from the particle jump rates, and (3) a bulk limit to a certain explicit stationa…
We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic density. In this paper we consider systems for which particles enter at the boundary according to a complex mechanism depending on the current configuration in a finite neighborhood of the origin. For this kind of models, we prove a strong law of large numbers for the number of particles entered in the system at a given time. Our main tool is a new represen…
In this paper, we study a distribution of labeled particles on a continuous ring. It arises in three different ways, all related to the multi-type TASEP on a ring. We prove formulas for the probability density function for some permutations and give conjectures for a larger class. We give a complete conjecture for the probability of two particles i, j being next to each other on the cycle, for which we prove some cases. We also find that two natural events associated to the process have exactly the same probability expressed as a Vandermonde determinant. It is unclear whether this is just a co…
We present two new connections between the inhomogeneous stochastic higher spin six vertex model in a quadrant and integrable stochastic systems from the Macdonald processes hierarchy. First, we show how Macdonald $q$-difference operators with $t=0$ (an algebraic tool crucial for studying the corresponding Macdonald processes) can be utilized to get $q$-moments of the height function $\mathfrak{h}$ in the higher spin six vertex model first computed in arXiv:1601.05770 using Bethe ansatz. This result in particular implies that for the vertex model with the step Bernoulli boundary condition, the…
The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more generally the two-dimensional space-time fluctuation field, is less well understood. We consider this question for the periodic TASEP (totally asymmetric simple exclusion process). For a particular initial condition, we evaluate the multi-time and multi-location distribution explicitly in terms of a multiple integral involving a Fredholm determinant. We then ev…
Assume that each species $l$ has its own jump rate $b_l$ in the multi-species totally asymmetric simple exclusion process. We show that this model is \textit{integrable} in the sense that the Bethe Ansatz method is applicable to obtain the transition probabilities for all possible $N$-particle systems with up to $N$ different species.
We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the 2-TASEP, based on a pair of independent product measures. We show that Angel's construction can be interpreted in terms of the operation of a discrete-time $M/M/1$ queueing server; the two product measures correspond to the arrival and service processes of the queue. We extend this construction to represent the stationary measures of an n-TASEP in terms of a sys…
We consider the totally asymmetric simple exclusion process (TASEP) with two different initial conditions with shock discontinuities formed by blocks of fully packed particles. Initially a second class particle is at the left of a shock discontinuity. Using multicolored TASEP we derive exact formulas for the distribution of the second class particle and colored height functions. These are given in terms of the height function at different positions of a single TASEP configuration. We study the limiting distributions of second class particles (and colored height functions). The result depends o…
We consider all totally asymmetric simple exclusion processes (TASEPs) whose transition probabilities are given in the Schütz-type formulas and which jump with homogeneous rates. We show that the multi-point distribution of particle positions and the coefficient of KPZ scaling are described using the probability generating function of the distribution followed when the rightmost particle jumps. For all TASEPs satisfying certain assumptions, We also prove the pointwise convergence of the kernels appearing in the joint distribution of particle positions to those appearing in the KPZ fixed point …
A competition model on $\N^{2}$ between three clusters and governed by directed last passage percolation is considered. We prove that coexistence, i.e. the three clusters are simultaneously unbounded, occurs with probability $6-8\log2$. When this happens, we also prove that the central cluster almost surely has a positive density on $\N^{2}$. Our results rely on three couplings, allowing to link the competition interfaces (which represent the borderlines between the clusters) to some particles in the multi-TASEP, and on recent results about collision in the multi-TASEP.
We reinterpret and generalize conjectures of Lam and Williams as statements about the stationary distribution of a multispecies exclusion process on the ring. The central objects in our study are the multiline queues of Ferrari and Martin. We make some progress on some of the conjectures in different directions. First, we prove their conjectures in two special cases by generalizing the rates of the Ferrari-Martin transitions. Secondly, we define a new process on multiline queues, which have a certain minimality property. This gives another proof for one of the special cases; namely arbitrary j…
We prove a new shift-invariance property of the colored TASEP. From the shift-invariance of the colored stochastic six-vertex model (proved in Borodin-Gorin-Wheeler or Galashin), one can get a shift-invariance property of the colored TASEP at one time, and our result generalizes this to multiple times. Our proof takes the single-time shift-invariance as an input, and uses analyticity of the probability functions and induction arguments. We apply our shift-invariance to prove a distributional identity between the finishing times of the oriented swap process and the point-to-line passage times i…
We develop spectral theory for the q-Hahn stochastic particle system introduced recently by Povolotsky. That is, we establish a Plancherel type isomorphism result which implies completeness and biorthogonality statements for the Bethe ansatz eigenfunctions of the system. Owing to a Markov duality with the q-Hahn TASEP (a discrete-time generalization of TASEP with particles' jump distribution being the orthogonality weight for the classical q-Hahn orthogonal polynomials), we write down moment formulas which characterize the fixed time distribution of the q-Hahn TASEP with general initial data. …
In the multi-type totally asymmetric simple exclusion process (TASEP) on the line, each site of Z is occupied by a particle labeled with some number, and two neighboring particles are interchanged at rate one if their labels are in increasing order. Consider the process with the initial configuration where each particle is labeled by its position. It is known that in this case a.s. each particle has an asymptotic speed which is distributed uniformly on [-1,1]. We study the joint distribution of these speeds: the TASEP speed process. We prove that the TASEP speed process is stationary with resp…
In [AAV] Amir, Angel and Valk{ó} studied a multi-type version of the totally asymmetric simple exclusion process (TASEP) and introduced the TASEP speed process, which allowed them to answer delicate questions about the joint distribution of the speed of several second-class particles in the TASEP rarefaction fan. In this paper we introduce the analogue of the TASEP speed process for the totally asymmetric zero-range process (TAZRP), and use it to obtain new results on the joint distribution of the speed of several second-class particles in the TAZRP with a reservoir. There is a close link from…
We develop spectral theory for the generator of the q-Boson (stochastic) particle system. Our central result is a Plancherel type isomorphism theorem for this system. This theorem has various implications. It proves the completeness of the Bethe ansatz for the q-Boson generator and consequently enables us to solve the Kolmogorov forward and backward equations for general initial data. Owing to a Markov duality with q-TASEP, this leads to moment formulas which characterize the fixed time distribution of q-TASEP started from general initial conditions. The theorem also implies the biorthogonalit…
We consider the one-dimensional totally asymmetric simple exclusion process with an arbitrary initial condition in a spatially periodic domain, and obtain explicit formulas for the multi-point distributions in the space-time plane. The formulas are given in terms of an integral involving a Fredholm determinant. We then evaluate the large-time, large-period limit in the relaxation time scale, which is the scale such that the system size starts to affect the height fluctuations. The limit is obtained assuming certain conditions on the initial condition, which we show that the step, flat, and ste…
The oriented swap process is a natural directed random walk on the symmetric group that can be interpreted as a multi-species version of the Totally Asymmetric Simple Exclusion Process (TASEP) on a finite interval. An open problem from a 2008 paper of Angel, Holroyd, and Romik asks for the limiting distribution of the absorbing time of the process. We resolve this question by proving that this random variable satisfies GOE Tracy-Widom asymptotics. Our starting point is a distributional identity relating the behavior of the oriented swap process to last passage percolation, conjectured in a rec…
The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in TASEP with the step-type initial condition. Calculated is the multi-time joint distribution function of its position. Using the relation of the dynamics of TASEP to the Schur process, we show that the function is represented as the Fredholm determinant. We also study the scaling limit. The universality of the largest eigenvalue in the random matrix theory is realized in the limit. When the hopping rates of all particles are the same, it is found th…
We study the model of the totally asymmetric exclusion process with generalized update, which compared to the usual totally asymmetric exclusion process, has an additional parameter enhancing clustering of particles. We derive the exact multiparticle distributions of distances travelled by particles on the infinite lattice for two types of initial conditions: step and alternating once. Two different scaling limits of the exact formulas are studied. Under the first scaling associated to Kardar-Parisi-Zhang (KPZ) universality class we prove convergence of joint distributions of the scaled partic…
Consider a continuous time particle system $η^t=(η^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its values in the set $E_κ^{\mathbb{L}}$ where $E_κ=\{0,\cdots,κ-1\}$ for some fixed $κ\in\{\infty, 2,3,\cdots\}$. Assume that the Markovian evolution of the particle system (PS) is driven by some translation invariant local dynamics with bounded range, encoded by a jump rate matrix $T$. These are standard settings, satisfied by the TASEP, the voter models, the contact…
We introduce and study q-randomized Robinson-Schensted-Knuth (RSK) correspondences which interpolate between the classical (q=0) and geometric (q->1) RSK correspondences (the latter ones are sometimes also called tropical). For 0<q<1 our correspondences are randomized, i.e., the result of an insertion is a certain probability distribution on semistandard Young tableaux. Because of this randomness, we use the language of discrete time Markov dynamics on two-dimensional interlacing particle arrays (these arrays are in a natural bijection with semistandard tableaux). Our dynamics act nicely on a …
In the present paper, a discrete version of Itô's formula for a class of multi-dimensional random walk is introduced and applied to the study of a discrete-time complete market model which we call He's framework. The formula unifies continuous-time and discrete-time settings and by regarding the latter as the finite difference scheme of the former, the order of convergence is obtained. The result shows that He's framework cannot be of order 1 scheme except for the one dimensional case.
We introduce new integrable exclusion and zero-range processes on the one-dimensional lattice that generalize the $q$-Hahn TASEP and the $q$-Hahn Boson (zero-range) process introduced in [Pov13] and further studied in [Cor14], by allowing jumps in both directions. Owing to a Markov duality, we prove moment formulas for the locations of particles in the exclusion process. This leads to a Fredholm determinant formula that characterizes the distribution of the location of any particle. We show that the model-dependent constants that arise in the limit theorems predicted by the KPZ scaling theory …
