On microscopic derivation of a fractional stochastic Burgers equation

We derive from a class of microscopic asymmetric interacting particle systems on ${\mathbb Z}$, with long range jump rates of order $|\cdot|^{-(1+\alpha)}$ for $0<\alpha<2$, different continuum fractional SPDEs. More specifically, we show the equilibrium fluctuations of the hydrodynamics mass density field of zero-range processes, depending on the stucture of the asymmetry, and whether the field is translated with process characteristics velocity, is governed in various senses by types of fractional stochastic heat or Burgers equations. The main result: Suppose the jump rate is such that its symmetrization is long range but its (weak) asymmetry is nearest-neighbor. Then, when $\alpha<3/2$, the fluctuation field in space-time scale $1/\alpha:1$, translated with process characteristic velocity, irrespective of the strength of the asymmetry, converges to a fractional stochastic heat equation, the limit also for the symmetric process. However, when $\alpha\geq 3/2$ and the strength of the weak asymmetry is tuned in scale $1-3/2\alpha$, the associated limit points satisfy a martingale formulation of a fractional stochastic Burgers equation.Comment: 24 page

Large deviations for a class of nonhomogeneous Markov chains

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a finite state space which converge to a limit transition matrix P. Let {X_n} be the associated nonhomogeneous Markov chain where P_n controls movement from time n-1 to n. The main statements are a large deviation principle and bounds for additive functionals of the nonhomogeneous process under some regularity conditions. In particular, when P is reducible, three regimes that depend on the decay of certain ``connection'' P_n probabilities are identified. Roughly, if the decay is too slow, too fast or in an intermediate range, the large deviation behavior is trivial, the same as the time-homogeneous chain run with P or nontrivial and involving the decay rates. Examples of anomalous behaviors are also given when the approach P_n\to P is irregular. Results in the intermediate regime apply to geometrically fast running optimizations, and to some issues in glassy physics.Comment: Published at http://dx.doi.org/10.1214/105051604000000990 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org