Numerical analysis of the master equation

Applied to the master equation, the usual numerical integration methods, such as Runge-Kutta, become inefficient when the rates associated with various transitions differ by several orders of magnitude. We introduce an integration scheme that remains stable with much larger time increments than can be used in standard methods. When only the stationary distribution is required, a direct iteration method is even more rapid; this method may be extended to construct the quasi-stationary distribution of a process with an absorbing state. Applications to birth-and-death processes reveal gains in efficiency of two or more orders of magnitude.Comment: 7 pages 3 figure

On the asymmetric zero-range in the rarefaction fan

We consider the one-dimensional asymmetric zero-range process starting from a step decreasing profile. In the hydrodynamic limit this initial condition leads to the rarefaction fan of the associated hydrodynamic equation. Under this initial condition and for totally asymmetric jumps, we show that the weighted sum of joint probabilities for second class particles sharing the same site is convergent and we compute its limit. For partially asymmetric jumps we derive the Law of Large Numbers for the position of a second class particle under the initial configuration in which all the positive sites are empty, all the negative sites are occupied with infinitely many first class particles and with a single second class particle at the origin. Moreover, we prove that among the infinite characteristics emanating from the position of the second class particle, this particle chooses randomly one of them. The randomness is given in terms of the weak solution of the hydrodynamic equation through some sort of renormalization function. By coupling the zero-range with the exclusion process we derive some limiting laws for more general initial conditions.Comment: 22 pages, to appear in Journal of Statistical Physic

Anisotropic KPZ growth in 2+1 dimensions: fluctuations and covariance structure

In [arXiv:0804.3035] we studied an interacting particle system which can be also interpreted as a stochastic growth model. This model belongs to the anisotropic KPZ class in 2+1 dimensions. In this paper we present the results that are relevant from the perspective of stochastic growth models, in particular: (a) the surface fluctuations are asymptotically Gaussian on a sqrt(ln(t)) scale and (b) the correlation structure of the surface is asymptotically given by the massless field.Comment: 13 pages, 4 figure

Inflated Beta Distributions

This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model since its density can have quite diferent shapes depending on the values of the two parameters that index the distribution. Properties of the proposed distributions are examined. Also, maximum likelihood and method of moments estimation is discussed. Finally, practical applications that employ real data are presented.Comment: 15 pages, 4 figures. Submitted to Statistical Paper

No phase transition for Gaussian fields with bounded spins

Let a<b, \Omega=[a,b]^{\Z^d} and H be the (formal) Hamiltonian defined on \Omega by H(\eta) = \frac12 \sum_{x,y\in\Z^d} J(x-y) (\eta(x)-\eta(y))^2 where J:\Z^d\to\R is any summable non-negative symmetric function (J(x)\ge 0 for all x\in\Z^d, \sum_x J(x)<\infty and J(x)=J(-x)). We prove that there is a unique Gibbs measure on \Omega associated to H. The result is a consequence of the fact that the corresponding Gibbs sampler is attractive and has a unique invariant measure.Comment: 7 page

Speedy motions of a body immersed in an infinitely extended medium

We study the motion of a classical point body of mass M, moving under the action of a constant force of intensity E and immersed in a Vlasov fluid of free particles, interacting with the body via a bounded short range potential Psi. We prove that if its initial velocity is large enough then the body escapes to infinity increasing its speed without any bound "runaway effect". Moreover, the body asymptotically reaches a uniformly accelerated motion with acceleration E/M. We then discuss at a heuristic level the case in which Psi(r) diverges at short distances like g r^{-a}, g,a>0, by showing that the runaway effect still occurs if a<2.Comment: 15 page

Competition interfaces and second class particles

The one-dimensional nearest-neighbor totally asymmetric simple exclusion process can be constructed in the same space as a last-passage percolation model in Z^2. We show that the trajectory of a second class particle in the exclusion process can be linearly mapped into the competition interface between two growing clusters in the last-passage percolation model. Using technology built up for geodesics in percolation, we show that the competition interface converges almost surely to an asymptotic random direction. As a consequence we get a new proof for the strong law of large numbers for the second class particle in the rarefaction fan and describe the distribution of the asymptotic angle of the competition interface.Comment: Published at http://dx.doi.org/10.1214/009117905000000080 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org