Diffusion algebras

We define the notion of "diffusion algebras". They are quadratic Poincare-Birkhoff-Witt (PBW) algebras which are useful in order to find exact expressions for the probability distributions of stationary states appearing in one-dimensional stochastic processes with exclusion. One considers processes in which one has N species, the number of particles of each species being conserved. All diffusion algebras are obtained. The known examples already used in applications are special cases in our classification. To help the reader interested in physical problems, the cases N=3 and 4 are listed separately.Comment: 29 pages; minor misprints corrected, few references adde

Interpolation process between standard diffusion and fractional diffusion

We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of fractional type due to the conservation of the volume [5, 3]. We superpose to this system a second stochastic noise conserving energy but not volume. If the intensity of this noise is of order one, normal diffusion of energy is restored while it is without effect if intensity is sufficiently small. In this paper we investigate the nature of the energy fluctuations for a critical value of the intensity. We show that the latter are described by an Ornstein-Uhlenbeck process driven by a L\'evy process which interpolates between Brownian motion and the maximally asymmetric 3/2-stable L\'evy process. This result extends and solves a problem left open in [4].Comment: to appear in AIHP

Strong Stationary Duality for Diffusion Processes

We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory in the diffusion setting by linking the separation distance in the primal diffusion to the absorption time in the dual diffusion. We also exhibit our strong stationary dual as the natural limiting process of the strong stationary dual sequence of a well chosen sequence of approximating birth-and-death Markov chains, allowing for simultaneous numerical simulations of our primal and dual diffusion processes. Lastly, we show how our new definition of diffusion duality allows the spectral theory of cutoff phenomena to extend naturally from birth-and-death Markov chains to the present diffusion context.Comment: 34 page