SearcharxivSearch

arXiv · 2607.12795

Semi-open boundary for random walking shocks

Abstract

Non-stationary time evolution of interacting particle systems is in general a rather difficult topic however, exceptional examples are known where hidden processes within the model make the description manageable. These hidden processes often take the form of a finite number of interacting random walks and in some cases, rather than being hidden, were very explicitly revealed as second class particles associated with the model. The examples of asymmetric exclusion and exponential bricklayers model are known in this context, where such distributional structure was demonstrated in infinite volume. Here we find boundary mechanisms that save this remarkable structure in finite volume of the model with semi-open boundaries that let ordinary particles, but not the shocks, through. This finding also allows to characterise nontrivial two-species, non-reversible stationary distributions subject to our special boundary rates.

Explore related subjects

Keep this discovery

BibTeXRIS

Márton Balázs. 2026-07-14. Semi-open boundary for random walking shocks. https://arxiv.org/abs/2607.12795

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