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Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues

Pablo A. FerrariJames B. Martin — 2009

Annales de l'I.H.P. Probabilités et statistiques

In the Hammersley–Aldous–Diaconis process, infinitely many particles sit in ℝ and at most one particle is allowed at each position. A particle at , whose nearest neighbor to the right is at , jumps at rate − to a position uniformly distributed in the interval (, ). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First, a stationary...

Collision probabilities in the rarefaction fan of asymmetric exclusion processes

Pablo A. FerrariPatricia GonçalvesJames B. Martin — 2009

Annales de l'I.H.P. Probabilités et statistiques

We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate ∈(1/2, 1] and to the left at rate 1−, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the...

Lyapunov exponents for stochastic differential equations on semi-simple Lie groups

Paulo R. C. RuffinoLuiz A. B. San Martin — 2001

Archivum Mathematicum

With an intrinsic approach on semi-simple Lie groups we find a Furstenberg–Khasminskii type formula for the limit of the diagonal component in the Iwasawa decomposition. It is an integral formula with respect to the invariant measure in the maximal flag manifold of the group (i.e. the Furstenberg boundary B = G / M A N ). Its integrand involves the Borel type Riemannian metric in the flag manifolds. When applied to linear stochastic systems which generate a semi-simple group the formula provides a diagonal matrix...

Two implementations of the preconditioned conjugate gradient method on heterogeneous computing grids

Tijmen P. CollignonMartin B. Van Gijzen — 2010

International Journal of Applied Mathematics and Computer Science

Efficient iterative solution of large linear systems on grid computers is a complex problem. The induced heterogeneity and volatile nature of the aggregated computational resources present numerous algorithmic challenges. This paper describes a case study regarding iterative solution of large sparse linear systems on grid computers within the software constraints of the grid middleware GridSolve and within the algorithmic constraints of preconditioned Conjugate Gradient (CG) type methods. We identify...

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