Dynamics of finite inhomogeneous particle systems with exclusion interaction

DOI10.1007/S10955-023-03190-8MaRDI QIDQ6140916zbMATH OpenFDO

Authors V. A. Malyshev, Mikhail V. Menshikov, S. Popov, Andrew R. Wade

Publication date 2 January 2024

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2205.14990

zbMATH Keywords

asymptotic speedscentral limit theoremexclusion processinteracting particle systemsJackson networklattice atlas modellaw of large numberspartial stabilityproduct-geometric distribution

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Queues and service in operations research (90B22)

Abstract: We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. We show that the particle jump rates determine explicitly a unique partition of the system into maximal stable sub-systems, and that this partition can be obtained by a linear-time algorithm of elementary steps, as well as by solving a finite non-linear system. The internal configuration of each stable sub-system possesses an explicit product-geometric limiting distribution, and each stable sub-system obeys a strong law of large numbers with an explicit speed; the characteristic parameters of each stable sub-system are simple functions of the rate parameters for the corresponding particles. For the case where the entire system is stable, we prove a central limit theorem describing the fluctuations around the law of large numbers. Our approach draws on ramifications, in the exclusion context, of classical work of Goodman and Massey on unstable Jackson queueing networks.

Review text

Consider a finite number of particles moving according to independent continuous time nearest-neighbor random walks on \(\mathbb Z\) subject to an exclusion interaction. For any jump rates of the particles (such that the jump rates to the right are all strictly positive), the authors determine explicitly (and by means of a linear-time algorithm) a unique partition of the particles into so-called stable clouds and prove that (a) particles in each cloud satisfy a strong law of large numbers with a same explicit speed, (b) the limiting relative distribution of particles within each cloud is an explicit product-geometric distribution and (c) the distances between different clouds diverge in probability. Furthermore, in the case, when the corresponding partition of particles consists of just one cloud, the authors establish a central limit theorem describing the fluctuations around the law of large numbers. Various examples are discussed. The approach is based on a connection between exclusion processes and Jackson networks, more precisely, on translating the classical results of \textit{J. B. Goodman} and \textit{W. A. Massey} [J. Appl. Probab. 21, 860--869 (1984; Zbl 0562.60096)] to the context of exclusion processes; the central limit theorem is a consequence of a general central limit theorem of \textit{V. Anantharam} and \textit{T. Konstantopoulos} [Adv. Appl. Probab. 27, No. 2, 476--509 (1995; Zbl 0823.60063)].

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