SearcharxivSearch

arXiv · 2509.20779

Diffusive Scaling limit of stochastic Box-Ball systems and PushTASEP

Abstract

We introduce the Stochastic Box-Ball System (SBBS), a probabilistic cellular automaton that generalizes the classic Takahashi-Satsuma Box-Ball System. In SBBS, particles are transported by a carrier with a fixed capacity that may fail to pick up any given particle with a fixed probability $\epsilon$. This model interpolates between two known integrable systems: the Box-Ball System (as $\epsilon\rightarrow 0$) and the PushTASEP (as $\epsilon\rightarrow 1$). We show that the long-term behavior of SBBS is governed by isolated particles and the occasional emergence of short solitons, which can form longer solitons but are more likely to fall apart. More precisely, we first show that all particles are isolated except for a $1/\sqrt{n}$-fraction of times in any given $n$ steps, and solitons keep forming for this fraction of times. We then show that under diffusive scaling, both SBBS (for any carrier capacity) and PushTASEP converge weakly to semimartingale reflecting Brownian Motions (SRBMs) on the Weyl chamber with explicit covariance and reflection matrices, which are consistent with the microscale relations between these systems. The reflection matrix for SBBS is determined by how 2-solitons behave and exhibit ``solitonic bias'' visible in the diffusive scale. Our proof relies on a new, extended SRBM invariance principle that we develop in this work. This principle can handle processes with complex boundary behavior that can be written as "overdetermined" Skorokhod decompositions, which is crucial for analyzing the complex solitonic interaction in SBBS. We believe this tool may be of independent interest.

Explore related subjects

Keep this discovery

BibTeXRIS

David Keating, Minjun Kim, Eva Loeser, Hanbaek Lyu. 2025-09-25. Diffusive Scaling limit of stochastic Box-Ball systems and PushTASEP. https://arxiv.org/abs/2509.20779

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR