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.
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an equilibrium measure.
We prove an invariance principle for a tagged particle in a simple exclusion process out of equilibrium. The scaling limit is a time-inhomogeneous process of independent increments, related to the solution of a fractional heat equation.
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 provide a complete description of the equilibrium fluctuations for diffusive symmetric exclusion processes with long jumps in contact with infinitely extended reservoirs and prove that they behave as generalized Ornstein-Uhlenbeck processes with various boundary conditions, depending mainly on the strength of the reservoirs. On the way, we also give a general statement about uniqueness of the Ornstein-Uhlenbeck process originated by the microscopic dynamics of the underlying interacting particle systems and adapt it to our study.
We consider the Symmetric Exclusion Process on a compact Riemannian manifold, as introduced in van Ginkel and Redig (2020). There it was shown that the hydrodynamic limit satisfies the heat equation. In this paper we study the equilibrium fluctuations around this hydrodynamic limit. We define the fluctuation fields as functionals acting on smooth functions on the manifold and we show that they converge in distribution in the path space to a generalized Ornstein-Uhlenbeck process. This is done by proving tightness and by showing that the limiting fluctuations satisfy the corresponding martingal…
We consider the symmetric exclusion process on suitable random grids that approximate a compact Riemannian manifold. We prove that a class of random walks on these random grids converge to Brownian motion on the manifold. We then consider the empirical density field of the symmetric exclusion process and prove that it converges to the solution of the heat equation on the manifold.
In \cite{J} M. Jara has presented a method, reducing the proof of the hydrodynamic limit of symmetric exclusion processes to an homogenization problem, as unified approach to recent works on the field as \cite{N}, \cite{F1}, \cite{F2} and \cite{FJL}. Although not stated in \cite{J}, the reduction of the hydrodynamic limit to an homogenization problem was already obtained (in a different way) in \cite{N}, \cite{F1}. This alternative and very simple relation between the two problems goes back to an idea of K.\ Nagy \cite{N}, is stated in \cite{F1}[Section B] for exclusion processes on $\bbZ^d$ a…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare Probab. Stat. 42 (2006) 567-577]. In this article, we prove corresponding large deviation principles and evaluate the rate functions, showing different growth behaviors near and far from their zeroes which connect with results in [J. Stat. Phys. 136 (2009) 1-15].
We consider the symmetric exclusion process {η_t,t>0} on {0,1}^{Z^d}. We fix a pattern A:={η:\sum_Λη(i)\ge k}, where Λis a finite subset of Z^d and k is an integer, and we consider the problem of establishing sharp estimates for τ, the hitting time of A. We present a novel argument based on monotonicity which helps in some cases to obtain sharp tail asymptotics for τin a simple way. Also, we characterize the trajectories {η_s,s\le t} conditioned on {τ>t}.
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.
For the two-sided Bernoulli initial condition with density $ρ_-$ (resp. $ρ_+$) to the left (resp. to the right), we study the distribution of a tagged particle in the one dimensional symmetric simple exclusion process. We obtain a formula for the moment generating function of the associated current in terms of a Fredholm determinant. Our arguments are based on a combination of techniques from integrable probability which have been developed recently for studying the asymmetric exclusion process and a subsequent intricate symmetric limit. An expression for the large deviation function of the ta…
We prove that the equilibrium fluctuations of the symmetric simple exclusion process in contact with slow boundaries is given by an Ornstein-Uhlenbeck process with Dirichlet, Robin or Neumann boundary conditions depending on the range of the parameter that rules the slowness of the boundaries.
We analyse the hydrodynamical behavior of the long jumps symmetric exclusion process in the presence of a slow barrier. The jump rates are given by a symmetric transition probability $p(\cdot)$ with infinite variance. When jumps occur from $\mathbb{Z}_{-}^{*}$ to $\mathbb N$ the rates are slowed down by a factor $αn^{-β}$ (with $α>0$ and $β\geq 0$). We obtain several partial differential equations given in terms of the regional fractional Laplacian on $\mathbb R^*$ and with different boundary conditions. Surprisingly, in opposition to the diffusive regime, we get different regimes depending on…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow bond where it is $αn^-β$, where $α,β\geq{0}$ and $n$ is the scaling parameter. Depending on the regime of $β$, we find three different behaviors for the limiting fluctuations whose covariances are explicitly computed. In particular, for the critical value $β=1$, starting a tagged particle near the slow bond, we obtain a family of gaussian processes indexed in…
We prove Gaussian tail estimates for the transition probability of $n$ particles evolving as symmetric exclusion processes on $\bb Z^d$, improving results obtained in \cite{l}. We derive from this result a non-equilibrium Boltzmann-Gibbs principle for the symmetric simple exclusion process in dimension 1 starting from a product measure with slowly varying parameter.
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.
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).
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure con…
We prove hydrostatics of boundary driven gradient exclusion processes, Fick's law and we present a simple proof of the dynamical large deviations principle which holds in any dimension
We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to a smooth profile $ρ_0:\bb R\to [0,1]$.
Non-trivial linear bounds are obtained for the displacement of a random walk in a dynamic random environment given by a one-dimensional simple symmetric exclusion process in equilibrium. The proof uses an adaptation of multiscale renormalization methods of Kesten and Sidoravicius.
In this article we analyse the hydrodynamical behavior of the symmetric exclusion process with long jumps and in the presence of a slow barrier. The jump rates for fast bonds are given by a transition probability $p(\cdot)$ which is symmetric and has finite variance, while for slow bonds the jump rates are given $p(\cdot)αn^{-β}$ (with $α>0$ and $β\geq 0$), and correspond to jumps from $\mathbb{Z}_{-}^{*}$ to $\mathbb N$. We prove that: if there is a fast bond from $\mathbb{Z}_{-}^{*}$ and $\mathbb N$, then the hydrodynamic limit is given by the heat equation with no boundary conditions; other…
We prove an energy estimate for the polar empirical measure of the two-dimensional symmetric simple exclusion process. We deduce from this estimate and from results in reference [2] large deviations principles for the polar empirical measure and for the occupation time of the origin.
Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The main novelty is that the results do not assume any translation invariance, and hold for most initial configurations.
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 introduce stochastic Interaction-Round-a-Face (IRF) models that are related to representations of the elliptic quantum group $E_{τ,η}(sl_2)$. For stochasic IRF models in a quadrant, we evaluate averages for a broad family of observables that can be viewed as higher analogs of $q$-moments of the height function for the stochastic (higher spin) six vertex models. In a certain limit, the stochastic IRF models degenerate to (1+1)d interacting particle systems that we call dynamic ASEP and SSEP; their jump rates depend on local values of the height function. For the step initial condition, we ev…
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.
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 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.
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary conditions. We prove the associated dynamical large deviations principle.
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…
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.
We continue our study of intermittency for the parabolic Anderson model $\partial u/\partial t = κΔu + ξu$ in a space-time random medium $ξ$, where $κ$ is a positive diffusion constant, $Δ$ is the lattice Laplacian on $\Z^d$, $d \geq 1$, and $ξ$ is a simple symmetric exclusion process on $\Z^d$ in Bernoulli equilibrium. This model describes the evolution of a \emph{reactant} $u$ under the influence of a \emph{catalyst} $ξ$. In Gärtner, den Hollander and Maillard (2007) we investigated the behavior of the annealed Lyapunov exponents, i.e., the exponential growth rates as $t\to\infty$ of the suc…
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.
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 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.
We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.
We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a slowly non-uniform mixing dynamic random environment. Under a proper space-time rescaling in which the exclusion is speeded up compared to the random walk, we prove a hydrodynamic limit theorem for the exclusion as seen by this walk and we derive an ODE describing the macroscopic evolution of the walk. The main difficulty is the proof of a replacement lemma for…
We continue our study of intermittency for the parabolic Anderson equation $\partial u/\partial t = κΔu + ξu$, where $u\colon \Z^d\times [0,\infty)\to\R$, $κ$ is the diffusion constant, $Δ$ is the discrete Laplacian, and $ξ\colon \Z^d\times [0,\infty)\to\R$ is a space-time random medium. The solution of the equation describes the evolution of a ``reactant'' $u$ under the influence of a ``catalyst'' $ξ$. In this paper we focus on the case where $ξ$ is exclusion with a symmetric random walk transition kernel, starting from equilibrium with density $ρ\in (0,1)$. We consider the annealed Lyapunov …
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points occupied by particles of the exclusion process and to zero elsewhere. We prove a law of large number and a central limit theorem for the random walk driven by such a dynamical field of conductances by using the Kipnis-Varhadan martingale approximation. Unlike the tagged particle in the exclusion process, which is in some sense similar to this model, this rando…
Consider a one-dimensional shift-invariant attractive spin-flip system in equilibrium, constituting a dynamic random environment, together with a nearest-neighbor random walk that on occupied sites has a local drift to the right but on vacant sites has a local drift to the left. In previous work we proved a law of large numbers for dynamic random environments satisfying a space-time mixing property called cone-mixing. If an attractive spin-flip system has a finite average coupling time at the origin for two copies starting from the all-occupied and the all-vacant configuration, respectively, t…
We study the hydrodynamic limit for a model of symmetric exclusion processes with heavy-tailed long jumps and in contact with infinitely extended reservoirs. We show how the corresponding hydrodynamic equations are affected by the parameters defining the model. The hydrodynamic equations are characterized by a class of super-diffusive operators that are given by the regional fractional Laplacian with some additional reaction terms and various boundary conditions. This work solves some questions left open in \cite{BJGO2} about the same model.
In this paper we focus on the open symmetric exclusion process with parameter $m$ (open SEP($m/2$)), which allows $m$ particles each site and has an open boundary. We generalize the result about hydrodynamic limit for the open SEP$(m/2)$ that was originally raised in Theorem 4.12 of arXiv:1908.02359. We prove that the hydrodynamic limit of the density profile for a $d-$dimensional open SEP$(m/2)$ solves the $(d+1)-$dimensional heat equation with certain initial condition and boundary condition.
We consider an exclusion process with long jumps in the box $Λ\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability $p(\cdot)$ which is symmetric, with infinite support but with finite variance. The reservoirs add or remove particles with rate proportional to $κN^{-θ}$, where $κ>0$ and $θ\in\mathbb R$. If $θ>0$ (resp. $θ<0$) the reservoirs add and fastly remove (resp. slowly remove) particles in the bulk. According to the value of $θ$ we prove that the time evolution of the spat…
We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates $b=p-q>0$ vanishes in the limit when $N$ and $k$ tend to infinity, and obtain sharp asymptotics for the mixing times of this sequence of Markov chains in the two cases where the asymmetry is either much larger or much smaller than $(\log k)/N$. We show that in the former case ($b \gg (\log k)/N$), the mixing time corresponds to the time needed to reach macroscopic e…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We construct a renewal structure from which a LLN, a functional CLT and large deviation bounds for the random walk under the annealed measure follow. We further prove an Einstein relation under a suitable perturbation. A brief discussion on the topic of random walks in slowly mixing dynamic random environments is presented.
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…
