Pablo A. Ferrari

An invariance principle for reversible Markov processes. Applications to random motions in random environments

We present an invariance principle for antisymmetric functions of a reversible Markov process which immediately implies convergence to Brownian motion for a wide class of random motions in random environments. We apply it to establish convergence to Brownian motion (i) for a walker moving in the infinite cluster of the two-dimensional bond percolation model, (ii) for ad-dimensional walker moving in a symmetric random environment under very mild assumptions on the distribution of the environment, (iii) for a tagged particle in ad-dimensional symmetric lattice gas which allows interchanges, (iv) for a tagged particle in ad-dimensional system of interacting Brownian particles. Our formulation also leads naturally to bounds on the diffusion constant.

Reaction-diffusion equations for interacting particle systems

We study interacting spin (particle) systems on a lattice under the combined influence of spin flip (Glauber) and simple exchange (Kawasaki) dynamics. We prove that when the particle-conserving exchanges (stirrings) occur on a fast time scale of order ɛ−2 the macroscopic density, defined on spatial scale ɛ−1, evolves according to an autonomous nonlinear diffusion-reaction equation. Microscopic fluctuations about the deterministic macroscopic evolution are found explicitly. They grow, with time, to become infinite when the deterministic solution is unstable.

Shock fluctuations in asymmetric simple exclusion

SummaryThe one dimensional nearest neighbors asymmetric simple exclusion process in used as a microscopic approximation to the Burgers equation. We study the process with rates of jumpsp>q to the right and left, respectively, and with initial product measure with densities ϱ<λ to the left and right of the origin, respectively (with shock initial conditions). We prove that a second class particle added to the system at the origin at time zero identifies microscopically the shock for all later times. If this particle is added at another site, then it describes the behavior of a characteristic of the Burgers equation. For vanishing left density (ϱ=0) we prove, in the scale t1/2, that the position of the shock at timet depends only on the initial configuration in a region depending ont. The proofs are based on laws of large numbers for the second class particle.

Processes with long memory: Regenerative construction and perfect simulation

We present a perfect simulation algorithm for stationary processes indexed by Z, with summable memory decay. Depending on the decay, we construct the process on finite or semiinfinite intervals, explicitly from an i.i.d. uniform sequence. Even though the process has infinite memory, its value at time 0 depends only on a finite, but random, number of these uniform variables. The algorithm is based on a recent regenerative construction of these measures by Ferrari, Maass, Mart´onez and Ney. As applications, we discuss the perfect simulation of binary autoregressions and Markov chains on the unit interval.

Stationary distributions of multi-type totally asymmetric exclusion processes

We consider totally asymmetric simple exclusion processes with n types of particle and holes (n-TASEPs) on Z and on the cycle Z N . Angel recently gave an elegant construction of the stationary measures for the 2-TASEP, based on a pair of independent product measures. We show that Angels construction can be interpreted in terms of the operation of a discrete-time M/M/1 queueing server; the two product measures correspond to the arrival and service processes of the queue. We extend this construction to represent the stationary measures of an n-TASEP in terms of a system of queues in tandem. The proof of stationarity involves a system of n 1-TASEPs, whose evolutions are coupled but whose distributions at any fixed time are independent. Using the queueing representation, we give quantitative results for stationary probabilities of states of the n-TASEP on Z N , and simple proofs of various independence and regeneration properties for systems on Z.

Matrix Representation of the Stationary Measure for the Multispecies TASEP

In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of Ferrari and Martin. In particular, in the standard representation, the matrices act on the space of queue lengths. For N>2 the matrices in fact become tensor products of elements of quadratic algebras. This enables us to give a purely algebraic proof of the stationary measure which we present for N=3.

Shock fluctuations in the asymmetric simple exclusion process

SummaryWe consider the one dimensional nearest neighbors asymmetric simple exclusion process with ratesq andp for left and right jumps respectively;q<p. Ferrari et al. (1991) have shown that if the initial measure isvρ,λ, a product measure with densities ρ and λ to the left and right of the origin respectively, ρ<λ, then there exists a (microscopic) shock for the system. A shock is a random positionXt such that the system as seen from this position at timet has asymptotic product distributions with densities ρ and λ to the left and right of the origin respectively, uniformly int. We compute the diffusion coefficient of the shockD=limt→∞t−1(E(Xt)2−(EXt)2) and findD=(p−q)(λ−ρ)−1(ρ(1−ρ)+λ(1−λ)) as conjectured by Spohn (1991). We show that in the scale

ASYMMETRIC CONSERVATIVE PROCESSES WITH RANDOM RATES

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