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 stationary measures for the process on $Z^d$. In particular, we study stationary measures that are invariant under translations in all directions orthogonal to a fixed nonzero vector. We then prove a number of convergence results as $t\to\infty$ for the measure of the exclusion process. Under appropriate initial conditions, we show convergence of such measures to the above stationary measures. We also employ hydrodynamics to provide further examples of convergence.
We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $α/n$ or $(1-α)/n$ (resp. $β/n$ or $(1-β)/n$) where $α, β>0$ and $n$ is a scaling parameter. We obtain the non-equilibrium fluctuations and consequently the non-equilibrium stationary fluctuations.
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.
We examine the entropy of stationary nonequilibrium measures of boundary driven symmetric simple exclusion processes. In contrast with the Gibbs--Shannon entropy \cite{B, DLS2}, the entropy of nonequilibrium stationary states differs from the entropy of local equilibrium states.
We prove a law of large numbers for the empirical density of one-dimensional, boundary driven, symmetric exclusion processes with different types of non-reversible dynamics at the boundary. The proofs rely on duality techniques.
We give a combinatorial description of the stationary measure for a totally asymmetric exclusion process (TASEP) with second class particles, on either Z or on the cycle Z_N. The measure is the image by a simple operation of the uniform measure on some larger finite state space. This reveals a combinatorial structure at work behind several results on the TASEP with second class particles.
We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.
We prove that the stationary measure associated to a boundary driven exclusion process in any dimension satisfies a large deviation principle with rate function given by the quasi potential of the Freidlin and Wentzell theory.
We give a short and completely elementary method to find the full spectrum of the exclusion process and a nicely limited superset of the spectrum of the interchange process (a.k.a.\ random transpositions) on the complete graph. In the case of the exclusion process, this gives a simple closed form expression for all the eigenvalues and their multiplicities. This result is then used to give an exact expression for the distance in $ L^2 $ from stationarity at any time and upper and lower bounds on the convergence rate for the exclusion process. In the case of the interchange process, upper and lo…
We consider the symmetric simple exclusion process on Z^d, for d>= 5, and study the regularity of the quasi-stationary measures of the dynamics conditionned on not occupying the origin. For each ρ\in ]0,1[, we establish uniqueness of the density of quasi-stationary measures in L^2(d\nur), where \nur is the stationary measure of density ρ. This, in turn, permits us to obtain sharp estimates for P_{\nur}(τ>t), where τis the first time the origin is occupied.
We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite box around the walker. The environment starts from equilibrium. After a suitable space-time rescaling, the random walk converges to a sum of two independent processes, a Brownian motion and a Gaussian process with stationary increments.
The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an i.i.d. environment, these combine to give a necessary and sufficient condition for the existence of nonreversible stationary distributions.
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the subdiffusively rescaled current across the origin, and the subdiffusively rescaled tagged particle position. The purpose of this note is to improve this convergence to a functional central limit theorem, with respect to the uniform topology, and so complete the solution to a conjecture in the literature with respect to simple exclusion processes.
We prove that the variance of the current across a characteristic is of order t^{2/3} in a stationary asymmetric simple exclusion process, and that the diffusivity has order t^{1/3}. The proof proceeds via couplings to show the corresponding results for the expected deviations and variance of a second class particle.
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 investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three phases of the model and their boundaries within the fan region, we establish a complete picture of the scaling limits of the fluctuations of the density as the number of sites goes to infinity. In the maximal current phase, the limit fluctuation is the sum of two independent processes, a Brownian motion and a Brownian excursion. This extends an earlier resu…
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 give a new approach to the well-known convergence to the hydrodynamic limit for the symmetric simple exclusion process (SSEP). More precisely, we characterize any possible limit of its empirical density measures as solutions to the heat equation by passing to the limit in the gradient flow structure of the particle system.
We give bounds on the rate of convergence to equilibrium of the symmetric simple exclusion process in $\Z^d$. Our results include the existent results in the literature. We get better bounds and larger class of initial states via a unified approach. The method includes a comparison of the evolution of n interacting particles with n independent ones along the whole time trajectory.
In the boundary driven symmetric simple exclusion process consider an open set $\ms O$ of density profiles which does not contain the stationary density profile. We prove that the first time the empirical measure visits the set $\ms O$ converges to an exponential distribution.
Burdzy, Pal, and Swanson considered solid spheres of small radius moving in the unit interval, reflecting instantaneously from each other and at x=0, and killed at x=1, with mass being added to the system from the left at constant rate. By transforming to a system with zero-width particles moving as independent Brownian motion, they derived a limiting stationary distribution for a particular initial distribution, as the width of a particle decreases to zero and the number of particles increases to infinity. This space-removing transformation has a direct analogy in the isomorphism between a ne…
We consider the one dimensional symmetric simple exclusion process (SSEP) with additional births and deaths restricted to a subset of configurations where there is a leftmost hole and a rightmost particle. At a fixed rate birth of particles occur at the position of the leftmost hole and at the same rate, independently, the rightmost particle dies. We prove convergence to a hydrodynamic limit and discuss its relation with a free boundary problem.
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli ρmeasure as initial conditions, 0<ρ<1, is stationary in space and time. Let N_t(j) be the number of particles which have crossed the bond from j to j+1 during the time span [0,t]. For j=(1-2ρ)t+2w(ρ(1-ρ))^{1/3} t^{2/3} we prove that the fluctuations of N_t(j) for large t are of order t^{1/3} and we determine the limiting distribution function F_w(s), which is a generalization of the GUE Tracy-Widom distribution. The family F_w(s) of distribution functions have been obtained before by Baik …
We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical measure under the stationary state. We deduce from this result that the stationary state is concentrated on the stationary solutions of the hydrodynamic equation which are stable.
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 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…
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 give a partly new proof of the fluctuation bounds for the second class particle and current in the stationary asymmetric simple exclusion process. One novelty is a coupling that preserves the ordering of second class particles in two systems that are themselves ordered coordinatewise.
We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the existence of stationary measures of the original exclusion process on a finite lattice. If the original exclusion process satisfies Markov duality on a finite lattice, then the construction produces Markov duality functions (for some initial conditions) for the fused exclusion process. The stochastic fusion construction is based off of the Rogers-Pitman intertwini…
We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in case of coefficients that can have an arbitrary growth at infinity and depend on the solutions through convolutions with unbounded discontinuous kernels. In addition, we study a more difficult case where the nonlinear equation has several stationary solutions and convergence to a stationary solution depends on initial data. Finally, we obtain sufficient condi…
In this note we prove that the speed of convergence of the workload of a Lévy-driven queue to the quasi-stationary distribution is of order $1/t$. We identify also the Laplace transform of the measure giving this speed and provide some examples.
For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof of the invariance principle for the corresponding partial maximum process.
We give simple necessary and sufficient conditions for the inclusion-exclusion identity to hold for an infinite countable number of sets. In terms of a random variable, whose range are nonnegative integers, this condition is equivalent to the convergence to zero of binomial moments. Some standard extensions of the countable inclusion-exclusion identity are also given.
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-θ}$. Depending on the range of $θ$ we obtain processes with various boundary conditions. Moreover, as a consequence of the previous result we deduce the non-equilibrium stationary fluctuations by using the matrix ansatz method which gives us information on the stationary measure for the model. The main ingredient to prove these results is the derivation of precise bounds on the two-point space-time correlation funct…
We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death processes, continuous time Galton-Watson processes and diffusion processes with soft killing.
Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and normal distributions for various functionals of the process.
We study two versions of the asymmetric exclusion process (ASEP) -- an ASEP on a semi-infinite lattice with an open left boundary, and an ASEP on a finite lattice with open left and right boundaries -- and we demonstrate a surprising relationship between their stationary measures. The semi-infinite ASEP was first studied by Liggett and then Grosskinsky, while the finite ASEP had been introduced earlier by Spitzer and Macdonald-Gibbs-Pipkin. We show that the finite correlation functions involving the first L sites for the stationary measures on the semi-infinite ASEP can be obtained as a nonphy…
We prove here that the height function associated to non-simple exclusion processes with arbitrary jump-length converges to the solution of the Kardar-Parisi-Zhang SPDE under suitable scaling and renormalization. This extends the work of Dembo-Tsai'16 for arbitrary jump-length and Goncalves-Jara '17 for the non-stationary regime. Thus we answer a ``Big Picture Question" from the AIM workshop on KPZ and also expand on the almost empty set of non-integrable and non-stationary particle systems for which weak KPZ universality is proven. We use an approximate microscopic Cole-Hopf transform as in D…
We consider a symmetric exclusion process on a discrete interval of $S$ points with various boundary conditions at the endpoints. We study the asymptotic decay of correlations as $S\to\infty$. The main result is asymptotic independence of a stationary distribution whem the points are far away from each other. We develop a new recurrent probabilistic approach which is an alternative to Derrida's algebraic technique.
We give a new combinatorial interpretation of the stationary distribution of the (partially) asymmetric exclusion process on a finite number of sites in terms of decorated alternative trees and colored permutations. The corresponding expressions of the multivariate partition functions are then related to multivariate generalizations of Eulerian polynomials for colored permutations considered recently by N. Williams and the third author, and others. We also discuss stability-- and negative dependence properties satisfied by the partition functions.
We obtain the hydrodynamic limit of a simple exclusion process in an inhomogeneous environment of divergence form. Our main assumption is a suitable version of Gamma-convergence for the environment. In this way we obtain an unified approach to recent works on the field.
The time-integrated current of the TASEP has non-Gaussian fluctuations of order $t^{1/3}$. The recently discovered connection to random matrices and the Painlevé II Riemann-Hilbert problem provides a technique through which we obtain the probability distribution of the current fluctuations, in particular their dependence on initial conditions, and the stationary two-point function. Some open problems are explained.
We introduce a two-dimensional, distribution-valued field which we call the quadratic field associated to the one-dimensional Ornstein-Uhlenbeck process. We show that the stationary quadratic fluctuations of the simple exclusion process, when rescaled in the diffusive scaling, converge to this quadratic field. We show that this quadratic field evaluated at the diagonal corresponds to the Wick-renormalized square of the Ornstein-Uhlenbeck process, and we use this new representation in order to prove some small and large-time properties of it.
