We show that if $μ$ is an invariant measure for the long range exclusion process putting no mass on the full configuration, $L$ is the formal generator of that process and $f$ is a cylinder function, then $Lf\in\mathbf{L}^1(dμ)$ and $\int Lf dμ=0$. This result is then applied to determine (i) the set of invariant and translation-invariant measures of the long range exclusion process on $\mathbb{Z}^d$ when the underlying random walk is irreducible; (ii) the set of invariant measures of the long range exclusion process on $\mathbb{Z}$ when the underlying random walk is irreducible and either has zero mean or allows jumps only to the nearest-neighbors.
We show that the infinitesimal generator of the symmetric simple exclusion process, recast as a quantum spin-1/2 ferromagnetic Heisenberg model, can be solved by elementary techniques on the complete, complete bipartite, and related multipartite graphs. Some of the resulting infinitesimal generators are formally identical to homogeneous as well as mixed higher spins models. The degeneracies of the eigenspectra are described in detail, and the Clebsch-Gordan machinery needed to deal with arbitrary spin-s representations of the SU(2) is briefly developed. We mention in passing how our results fi…
For the exclusion process with symmetric kernel p(x,y)=p(y,x), the set of invariant measures has been completely studied. This paper gives results concerning the invariant measures for exclusion processes where p(x,y)=p(y,x) except for finitely many (x,y).
We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses. We use our representation to prove the large deviations principle for the total number of particles in the system. We use the generator of the Markov process to show how explicit formulas for the average occupancy of a site arise for special choices of parameters. We also give similar representations for limits of stationary measures as the number of sites t…
We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. We prove homogenization properties of the associated Markov generators. As an application, we derive the hydrodynamic limit of the simple exclusion process given by multiple random walks as above, with hard-core interaction, on a marked Poisson point process. The above results cover Mott variable range hopping, which is a fundamental mechanism of phonon-induced electron conduction in amorphous solids as doped semiconductors. Our techniques, based on an extension of two-scale convergenc…
In~\cite{bgs2013}, exclusion sensitivity and exclusion stability for symmetric exclusion processes on graphs were defined as a natural analogue of noise sensitivity and noise stability in this setting. As these concepts were defined for any sequence of connected graphs, it is natural to study the monotonicity properties of these definitions with respect to adding edges to the graphs, and in particular, whether some graphs are more stable or sensitive than others. The main purpose of this paper is to answer some such question from~\cite{bgs2013}. The main tool used is included results about the…
We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a necessary and sufficient condition for reversible measures to be extremal in the set of all invariant measures which is an interesting result in its own right.
The symmetric exclusion process and the voter model are two interacting particle systems for which a dual finite particle system allows one to characterize its invariant measures. Adding spontaneous births and deaths to the two processes still allows one to use the dual to obtain information about the original process. We study the noisy voter-exclusion process which generalizes these processes by allowing for all of these interactions to take place. The dual process is used to characterize its invariant measures under various circumstances. Finally, an ergodic theorem for a related process is…
We give sufficient conditions on the rates of two asymmetric exclusion processes such that the existence of a blocking invariant measure for the first implies the existence of such a measure for the second. The main tool is a coupling between the two processes under which the first dominates the second in an appropriate sense. In an appendix we construct a class of processes for which the existence of a blocking measure can be proven directly; these are candidates for comparison processes in applications of the main result.
Motivated by an exact mapping between anisotropic half integer spin quantum Heisenberg models and asymmetric diffusions on the lattice, we consider an anisotropic simple exclusion process with $N$ particles in a rectangle of $\bbZ^2$. Every particle at row $h$ tries to jump to an arbitrary empty site at row $h\pm 1$ with rate $q^{\pm 1}$, where $q\in (0,1)$ is a measure of the drift driving the particles towards the bottom of the rectangle. We prove that the spectral gap of the generator is uniformly positive in $N$ and in the size of the rectangle. The proof is inspired by a recent interestin…
A general class of Markov processes with a local interaction is introduced, which includes exclusion and Kawasaki processes as a very particular case. Bernoulli invariant measures are found for this class of processes.
We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which the weak quenched limit is constructed as a function of the invariant measure of the environment viewed from the walk. We bypass the need to show the existence of this invariant measure. Instead, we find the limit of the quadratic variation of the walk and give an explicit formula for it.
We study a two-component asymmetric simple exclusion process (ASEP) that is equivalent to the ASEP with second-class particles. We prove self-duality with respect to a family of duality functions which are shown to arise from the reversible measures of the process and the symmetry of the generator under the quantum algebra $U_q[\mathfrak{gl}_3]$. We construct all invariant measures in explicit form and discuss some of their properties. We also prove a sum rule for the duality functions.
Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in the simple exclusion process. We consider here general exclusion processes where jump rates from an occupied site to an empty one depend not only on the location of the jump but also possibly on the whole configuration. These processes include in particular exclusion processes with speed change introduced by F. Spitzer in [18]. For such processes we derive necessary and sufficient conditions for attractiveness, through the co…
Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $ν_ρ$ with density $ρ$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty} t^{-1/2} \V J(t) = \sqrt{2/π} (1-ρ)ρ\] Furthermore we show that $t^{-1/4}J(t)$ converges weakly to a centered normal random variable with this variance. From these results we compute the asymptotic variance of a tagged particle in the nearest neighbor case and show the corresponding central limit theorem, results previously proven by Arratia.
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles and show that the tagged particle can have a ballistic behavior when the non-tagged particles have non-nearest-neighbor jump rates. We show the existence of some non-trivial invariant measures for the environment process viewed from the tagged particle. Our arguments are based on coupling, the martingale approach, and analyzing currents through fixed bonds.
We consider the symmetric exclusion process on the $d$-dimensional lattice with translational invariant and ergodic initial data. It is then known that as $t$ diverges the distribution of the process at time $t$ converges to a Bernoulli product measure. Assuming a summable decay of correlations of the initial data, we prove a quantitative version of this convergence by obtaining an explicit bound on the Ornstein $\bar d$-distance. The proof is based on the analysis of a two species exclusion process with annihilation.
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density ρ. Place a second class particle initially at the origin. For the case ρdifferent from 1/2 we show that the time spent by the second class particle at the origin has finite expectation. This strong transience is then used to prove that variances of additive functionals of local mean-zero functions are diffusive when ρis not 1/2. As a corollary to previous work, we deduce the invariance princip…
We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can be viewed as a generalization of the symmetric exclusion processes, where particles interact via transpositions. The duality and coupling techniques for the processes are described, the needed conditions for them to apply are established. The stationary distributions of the permutation processes are explored for translation invariant cases.
We consider exclusion processes on a rooted $d$-regular tree. We start from a Bernoulli product measure conditioned on having a particle at the root, which we call the tagged particle. For $d\geq 3$, we show that the tagged particle has positive linear speed and satisfies a central limit theorem. We give an explicit formula for the speed. As a key step in the proof, we first show that the exclusion process "seen from the tagged particle" has an ergodic invariant measure.
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above randomness is left invariant by the action of the group $\mathbb{G}=\mathbb{R}^d$ or $\mathbb{G}=\mathbb{Z}^d$. We then add a site-exclusion interaction, thus making the particle system a simple exclusion process. We show that, for almost all environments, under diffusive space-time rescaling the system exhibits a hydrodynamic limit in path space. The hydrodynamic e…
We consider the nonabelian sandpile model defined on directed trees by Ayyer, Schilling, Steinberg and Thiéry (Commun. Math. Phys, 2013) and restrict it to the special case of a one-dimensional lattice of $n$ sites which has open boundaries and disordered hopping rates. We focus on the joint distribution of the integrated currents across each bond simultaneously, and calculate its cumulant generating function exactly. Surprisingly, the process conditioned on seeing specified currents across each bond turns out to be a renormalised version of the same process. We also remark on a duality proper…
The Quantum Symmetric Simple Exclusion Process (QSSEP) is a model of quantum particles hopping on a finite interval and satisfying the exclusion principle. Recently Bernard and Jin have studied the fluctuations of the invariant measure for this process, when the number of sites goes to infinity. These fluctuations are encoded into polynomials, for which they have given equations and proved that these equations determine the polynomials completely. In this paper, I give an explicit combinatorial formula for these polynomials, in terms of Schröder trees. I also show that, quite surprisingly, the…
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and satisfies some stochastic growth conditions in the unknown variable $y$. This unifies and strengthens some known results. And, a natural and innovative idea is used to prove the representation theorem.
Attractiveness is a fundamental tool to study interacting particle systems and the basic coupling construction is a usual route to prove this property, as for instance in simple exclusion. The derived Markovian coupled process $(ξ_t,ζ_t)_{t\geq 0}$ satisfies: (A) if $ξ_0\leqζ_0$ (coordinate-wise), then for all $t\geq 0$, $ξ_t\leqζ_t$ a.s. In this paper, we consider generalized misanthrope models which are conservative particle systems on $\Z^d$ such that, in each transition, $k$ particles may jump from a site $x$ to another site $y$, with $k\geq 1$. These models include simple exclusion for wh…
We describe the extremal translation invariant stationary (ETIS) states of the facilitated exclusion process on $\mathbb{Z}$. In this model all particles on sites with one occupied and one empty neighbor jump at each integer time to the empty neighbor site, and if two particles attempt to jump into the same empty site we choose one randomly to succeed. The ETIS states are qualitatively different for densities $ρ<1/2$, $ρ=1/2$, and $1/2<ρ<1$, but in each density region we find states which may be grouped into families, each of which is in natural correspondence with the set of all ergodic measu…
We consider an exclusion process representing a reactive dynamics of a pulled front on the integer lattice, describing the dynamics of first class $X$ particles moving as a simple symmetric exclusion process, and static second class $Y$ particles. When an $X$ particle jumps to a site with a $Y$ particle, their position is intechanged and the $Y$ particle becomes an $X$ one. Initially, there is an arbitrary configuration of $X$ particles at sites $..., -1,0$, and $Y$ particles only at sites $1,2,...$, with a product Bernoulli law of parameter $ρ,0<ρ<1$. We prove a law of large numbers and a cen…
There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and sufficient conditions for a product measure to be stationary for the exclusion process on an arbitrary set, and apply this result to find examples on $Z^d$ and on homogeneous trees in which product measures are stationary even when they are neither homogeneous nor reversible. We then begin the task of narrowing down the possibilities for existence of other sta…
Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at random at rate $ρ_x$, and jumps to that vertex if and only if it is empty. Using standard probability techniques, we identify the set of invariant measures of this process to study the occupation time at each vertex. Our main result shows that, though the occupation time at vertex $x$ increases with $\hbox{deg} (x) / ρ_x$, the ratio of the occupation times at …
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.
With respect to a class of long-range exclusion processes on $\mathbb{Z}^d$, with single particle transition rates of order $|\cdot|^{-(d+α)}$, starting under Bernoulli invariant measure $ν_ρ$ with density $ρ$, we consider the fluctuation behavior of occupation times at a vertex and more general additive functionals. Part of our motivation is to investigate the dependence on $α$, $d$ and $ρ$ with respect to the variance of these functionals and associated scaling limits. In the case the rates are symmetric, among other results, we find the scaling limits exhaust a range of fractional Brownian …
We consider three models of evolving interfaces intimately related to the weakly asymmetric simple exclusion process with $N$ particles on a finite lattice of $2N$ sites. Our Model 1 defines an evolving bridge on $[0,1]$, our Model 1-w an evolving excursion on $[0,1]$ while our Model 2 consists of an evolving pair of non-crossing bridges on $[0,1]$. Based on the observation that the invariant measures of the dynamics depend on the area under (or between) the interface(s), we characterise the scaling limits of the invariant measures when the asymmetry of the exclusion process scales like $N^{-\…
For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the $Q$-matrix of the jump part to study the existence of the invariant probability measures. Consequently, the generator of the regime-switching diffusions process has an extension in the $L^1$-space w.r.t the invariant probability measure to be a generator of $C_0$-semigroup. Moreover, we prove the uniqueness of the extension. Regularities and the uniqueness of the invariant probability density w.r.t the nice reference probability measure ar…
We study the $n$-component priority asymmetric simple exclusion process ($n$-ASEP) with reflecting boundaries. We obtain all invariant measures in explicit form and prove reversibility. Using the symmetry of the generator of the process under the quantum algebra $U_q[\mathfrak{gl}(n+1)]$ we construct duality functions with respect to which the $n$-ASEP is self-dual, both for the finite and the infinite integer lattice. For the $n$-ASEP on the infinite lattice we use self-duality to derive in explicit form the time evolution of a family of measures with $K$ shocks in terms of the transition pro…
An integral criterion for the existence of an invariant measure of an Itô process is developed. This new criterion is based on the probabilistic symbol of the Itô process. In contrast to the standard integral criterion for invariant measures of Markov processes based on the generator, no test functions and hence no information on the domain of the generator is needed.
We present two examples of finite-alphabet, infinite excess entropy processes generated by invariant hidden Markov models (HMMs) with countable state sets. The first, simpler example is not ergodic, but the second is. It appears these are the first constructions of processes of this type. Previous examples of infinite excess entropy processes over finite alphabets admit only invariant HMM presentations with uncountable state sets.
