Inhomogeneous exponential jump model
The authors define the inhomogeneous exponential jump model in full generality. They completely characterize the macroscopic limit shape and asymptotic fluctuations of the height function in the given model. They show that there exists a limit \(\mathcal{H}(\tau, x)\) such that \(\lim_{\lambda\rightarrow+\infty} \lambda^{-1}\hbar_{X(\tau\lambda)} (x) = \mathcal{H}(\tau, x)\) in probability for any \(\tau, x > 0\). They determine the limit shape by means of \(\xi(.)\) and \(q\) in terms of integrals of \(q\)-polygamma functions and their inverses. The authors present an informal hydrodynamic-type argument suggesting that the limit shape \(\mathcal{H}(\tau, x)\) should satisfy a partial differential equation in \(\tau\) and \(x\). They prove that the inhomogeneous exponential jump model belongs to the Kardar-Parisi-Zhang universality class. They show how formulas for the stochastic higher spin six vertex model lead to a Fredholm determinant formula for the \(q\)-Laplace transform of the height function of the exponential model. Then, the authors perform the asymptotic analysis of the Fredholm determinant and prove the main results. The authors give necessary formulas pertaining to \(q\)-digamma and \(q\)-polygamma functions in ``Appendix A. Also, they study the translation invariant stationary distributions of given particle systems on the whole (discrete or continuous) line. The authors compute the particle density and the particle current correspondig to the product measure.
- Jump-diffusion Cox-Ingersoll-Ross model
- Stochastic jump intensity models
- Inhomogeneous Jump-GARCH Models with Applications in Financial Time Series Analysis
- Exponential moments for HJM models with jumps
- Polynomial jump-diffusion models
- A subdiffusive stochastic volatility jump model
- Nonparametric estimation of jump diffusion models
- LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING
- Jump-Diffusion Models Driven by Lévy Processes
- scientific article; zbMATH DE number 4082773
- A phase transition for \(q\)-TASEP with a few slower particles
- An infinite particle system with zero range interactions
- Anisotropic growth of random surfaces in \({2+1}\) dimensions
- Asymptotics in ASEP with step initial condition
- Correlation function of Schur process with application to local geometry of a random 3-dimensional Young diagram
- Current fluctuations of the stationary ASEP and six-vertex model
- Derivation of the hydrodynamical equation for the zero-range interaction process
- Discrete time TASEP in heterogeneous continuum
- Existence of hydrodynamics for the totally asymmetric simple \(K\)-exclusion process
- Free energy fluctuations for directed polymers in random media in 1+1 dimension
- Gaussian free field in an interlacing particle system with two jump rates
- Higher spin six vertex model and symmetric rational functions
- scientific article; zbMATH DE number 5818610 (Why is no real title available?)
- scientific article; zbMATH DE number 5943539 (Why is no real title available?)
- scientific article; zbMATH DE number 52458 (Why is no real title available?)
- scientific article; zbMATH DE number 2117212 (Why is no real title available?)
- Hydrodynamic limit for attractive particle systems on \(\mathbb{Z}{}^ d\)
- Hydrodynamic profiles for the totally asymmetric exclusion process with a slow bond.
- Hydrodynamical limit for space inhomogeneous one-dimensional totally asymmetric zero-range processes
- Infinite wedge and random partitions
- Integrable probability: stochastic vertex models and symmetric functions
- Interacting particle systems. With a new postface.
- Interaction of Markov processes
- Invariant measures for the zero range process
- Level-spacing distributions and the Airy kernel
- Macdonald processes
- On a family of symmetric rational functions
- On ASEP with step Bernoulli initial condition
- On the numerical evaluation of Fredholm determinants
- On the Yang-Baxter equation for the six-vertex model
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Phase transitions in driven diffusive systems with random rates
- Shape fluctuations and random matrices
- Six-vertex model, roughened surfaces, and an asymmetric spin Hamiltonian
- Spectral theory for the \(q\)-boson particle system
- Stochastic higher spin six vertex model and \(q\)-TASEPs
- Stochastic higher spin vertex models on the line
- Stochastic six-vertex model
- TASEP with discontinuous jump rates
- The \(q\)-Hahn asymmetric exclusion process
- The blockage problem
- The Kardar-Parisi-Zhang equation and universality class
- The one-dimensional KPZ equation and its universality class
- Tracy-Widom asymptotics for q-TASEP
- Tracy-Widom limit of q-Hahn TASEP
- Two speed TASEP
- Understanding the edge effect in TASEP with mean-field theoretic approaches
- Yang-Baxter equation and representation theory. I
- Generalizations of TASEP in discrete and continuous inhomogeneous space
- Parameter permutation symmetry in particle systems and random polymers
- Yang-Baxter random fields and stochastic vertex models
- Last passage percolation in an exponential environment with discontinuous rates
- PushTASEP in inhomogeneous space
- Determinantal structures in space-inhomogeneous dynamics on interlacing arrays
- Observables of coloured stochastic vertex models and their polymer limits
- Yang-Baxter field for spin Hall-Littlewood symmetric functions
- Classification of stationary distributions for the stochastic vertex models
- Inhomogeneous spin q-Whittaker polynomials
- Rewriting history in integrable stochastic particle systems
- Colored interacting particle systems on the ring: stationary measures from Yang-Baxter equations
- Stationary stochastic higher spin six vertex model and q-Whittaker measure
This page was built for publication: Inhomogeneous exponential jump model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1626607)
