Probability theory and related fields, 2022-06, Vol.183 (1-2), p.229-253
2022
Details
- Autor(en) / Beteiligte
- Titel
- Cutoff profile of ASEP on a segment
- Ist Teil von
- Probability theory and related fields, 2022-06, Vol.183 (1-2), p.229-253
- Ort / Verlag
- Berlin/Heidelberg: Springer Berlin Heidelberg
- Erscheinungsjahr
- 2022
- Link zum Volltext
- Quelle
- EBSCOhost Business Source Ultimate
- Beschreibungen/Notizen
- This paper studies the mixing behavior of the Asymmetric Simple Exclusion Process (ASEP) on a segment of length N . Our main result is that for particle densities in (0, 1), the total-variation cutoff window of ASEP is N 1 / 3 and the cutoff profile is 1 - F GUE , where F GUE is the Tracy-Widom distribution function. This also gives a new proof of the cutoff itself, shown earlier by Labbé and Lacoin. Our proof combines coupling arguments, the result of Tracy–Widom about fluctuations of ASEP started from the step initial condition, and exact algebraic identities coming from interpreting the multi-species ASEP as a random walk on a Hecke algebra.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0178-8051eISSN: 1432-2064DOI: 10.1007/s00440-021-01104-xTitel-ID: cdi_proquest_journals_2663138698
- Format
- –
- Schlagworte
- Algebra, Applied mathematics, Distribution functions, Economics, Finance, Identities, Insurance, Management, Markov analysis, Mathematical and Computational Biology, Mathematical and Computational Physics, Mathematics, Mathematics and Statistics, Operations Research/Decision Theory, Probability, Probability Theory and Stochastic Processes, Quantitative Finance, Random walk, Segments, Statistics for Business, Theoretical