Stochastic ranking process with space-time dependent intensities

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic distribution, and also the tagged particle processes converge almost surely, in the infinite particle limit. The limit distribution is characterized by a system of inviscid Burgers-like integral-partial differential equations with evaporation terms, and the limit process of a tagged particle is a motion along a characteristic curve of the differential equations except at its Poisson times of jumps to the origin

Diffusion processes in thin tubes and their limits on graphs

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular domains are shrinking to graphs. The methods we use are probabilistic ones. For shrinking, we use big potentials, respectively, reflection on the boundary of tubes. We show that there exists a unique limit process, and we characterize the limit process by a second-order differential generator acting on functions defined on the limit graph, with Kirchhoff boundary conditions at the vertices.Comment: Published in at http://dx.doi.org/10.1214/11-AOP667 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

An improvement of the integrability of the state space of the Φ43-process and the support of the Φ43-measure constructed by the limit of stationary processes of approximating stochastic quantization equations

This is a remark paper for the Φ43 -measure and the associated flow on the torus which are constructed in [1] by the limit of the stationary processes of the stochastic quantization equations of approximation measures. We improve the integrability of the state space of the Φ43 -process and the support of the Φ43 -measure. For the improvement, we improve the estimates of the Hölder continuity in time of the solutions to approximation equations. In the present paper, we only discuss the estimates different from those in [1]

An improvement of the integrability of the state space of the Φ34\Phi^4_3-process and the support of the Φ34\Phi ^4_3-measure constructed by the limit of stationary processes of approximating stochastic quantization equations

We improve the integrability of the state space of the $\Phi ^4_3$-process and the support of the $\Phi ^4_3$-measure on the torus obtained in [Albeverio, Kusuoka, Ann. Sc. Norm. Super. Pisa Cl. Sci. (5), 2020]. For the improvement, we improve the estimates of the H\"older continuity in time of the solutions to approximation equations. In the present paper, we only discuss the estimates different from those in [Albeverio, Kusuoka, Ann. Sc. Norm. Super. Pisa Cl. Sci. (5), 2020]