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Metastability in reversible diffusion processes I: Sharp asymptotics for capacities and exit times

Anton Bovier, Michael Eckhoff, Véronique Gayrard, Markus Klein (2004)

Journal of the European Mathematical Society

We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form ϵ Δ + F ( · ) on d or subsets of d , where F is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of F can be related, up to multiplicative errors that tend to one as ϵ 0 , to the capacities of suitably constructed sets. We show that these capacities...

Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues

Anton Bovier, Véronique Gayrard, Markus Klein (2005)

Journal of the European Mathematical Society

We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form ϵ Δ + F ( · ) on d or subsets of d , where F is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum...

Microscopic concavity and fluctuation bounds in a class of deposition processes

Márton Balázs, Júlia Komjáthy, Timo Seppäläinen (2012)

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

We prove fluctuation bounds for the particle current in totally asymmetric zero range processes in one dimension with nondecreasing, concave jump rates whose slope decays exponentially. Fluctuations in the characteristic directions have order of magnitude t1/3. This is in agreement with the expectation that these systems lie in the same KPZ universality class as the asymmetric simple exclusion process. The result is via a robust argument formulated for a broad class of deposition-type processes....

Mixing time for the Ising model : a uniform lower bound for all graphs

Jian Ding, Yuval Peres (2011)

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

Consider Glauber dynamics for the Ising model on a graph of n vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least nlog n/f(Δ), where Δ is the maximum degree and f(Δ) = Θ(Δlog2Δ). Their result applies to more general spin systems, and in that generality, they showed that some dependence on Δ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any n-vertex graph is at least (1/4 + o(1))nlog n....

M/M/1 retrial queue with collisions and working vacation interruption under N-policy

Li Tao, Zaiming Liu, Zhizhong Wang (2012)

RAIRO - Operations Research - Recherche Opérationnelle

Consider an M/M/1 retrial queue with collisions and working vacation interruption under N-policy. We use a quasi birth and death process to describe the considered system and derive a condition for the stability of the model. Using the matrix-analytic method, we obtain the stationary probability distribution and some performance measures. Furthermore, we prove the conditional stochastic decomposition for the queue length in the orbit. Finally, some numerical examples are presented.

Modeling flocks and prices: Jumping particles with an attractive interaction

Márton Balázs, Miklós Z. Rácz, Bálint Tóth (2014)

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

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle compared to the center of mass of the system. The rates are higher for those left behind, and lower for those ahead of the center of mass, providing an attractive interaction keeping the particles together. We prove that in the fluid limit, as the number of particles...

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