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Frank Redig

Publications and source records attributed to Frank Redig.

At least 55 records · Page 3Linked to original sources

Generalized immediate exchange models and their symmetries

We reconsider the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain symmetries and self-duality of the generalized IEM model. We show that analogous properties hold for models were the splitting is related to the symmetric exclusion process or to independent random walkers.

math.PR↗

Spatial fluctuation theorem

For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current values in different spatial directions. The result is a consequence of spatial symmetries of the microscopic dynamics, generalizing in this way the Gallavotti-Cohen fluctuation theorem related to the time-reversal symmetry. This new perspective opens up the possibility of direct experimental measurements of fluctuation relations of vectorial observables.

cond-mat.stat-mech↗

Duality and stationary distributions of the "Immediate Exchange Model" and its generalizations

We prove that the "Immediate Exchange Model" of econophysics has a discrete dual, where the duality functions are those connecting the Brownian Energy Process and the Symmetric Inclusion Process. As a consequence, we recover invariance of products of Gamma distributions with shape parameter 2, and obtain ergodicity results. Next we show similar properties of a generalized model, where the exchange fraction is $Beta(s,t)$ distributed (instead of uniform), and product measures with $\mbox{Gamma}(s+t)$ marginals are invariant. We prove that the discrete dual has the self-duality property, and prove full SU(1,1) for both the continuous and discrete model.

math.PR↗

Ergodic theory of the symmetric inclusion process

We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in the course of time to an invariant product measure.

math.PR↗

Asymmetric stochastic transport models with ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ symmetry

By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their algebraic structure easily allows to deduce duality properties of the systems. The results include: (a) the asymmetric version of the Inclusion Process, which is self-dual; (b) the diffusion limit of this process, which is a natural asymmetric analogue of the Brownian Energy Process and which turns out to have the symmetric Inclusion Process as a dual process; (c) the asymmetric analogue of the KMP Process, which also turns out to have a symmetric dual process. We give applications of the various duality relations by computing exponential moments of the current.

math.PR↗

Coupling, concentration inequalities and stochastic dynamics

In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to equilibrium of interacting particle systems. We illustrate our approach in a variety of examples for which we obtain several new results with short and non-technical proofs. These examples include the symmetric and asymmetric exclusion process and high-temperature spin-flip dynamics ("Glauber dynamics"). We also give a new proof of the Poincaré inequality, based on coupling, in the context of one-dimensional Gibbs measures. In particular, we cover the case of polynomially decaying potentials, where the log-Sobolev inequality does not hold.

math.PR↗

Multilinearity of two-point correlation functions in one-dimensional models out of equilibrium

In this note we consider non-equilibrium steady states of one-dimensional models of heat conduction (wealth exchange) which are coupled to some reservoirs creating currents. In particular we will give sufficient and necessary conditions which will depend only on the first two moments of the reservoir measures and the redistribution parameter under which the two-point functions are multilinear. This presents the first example of multilinear two-point functions in the absence of product stationary measures.

math-ph↗

Coupling independent walkers and the inclusion process

We show propagation of local equilibrium for the symmetric inclusion process (SIP) after diffusive rescaling of space and time, as well as the local equilibrium property of the non-equilibrium steady state in the boundary driven SIP. The main tool is self-duality and a coupling between $n$ SIP particles and $n$ independent random walkers.

math.PR↗

Gibbs-non-Gibbs dynamical transitions for mean-field interacting Brownian motions

We consider a system of real-valued spins interacting with each other through a mean-field Hamiltonian that depends on the empirical magnetization of the spins via a general potential. The system is subjected to a stochastic dynamics where the spins perform independent Brownian motions. As in \cite{FedHoMa13}, which considers the Curie-Weiss model with Ising spins interacting via a quadratic potential and subjected to independent spins flips, we follow the program outlined in \cite{vEFedHoRe10}. We show that in the thermodynamic limit the system is non-Gibbs at time $t \in (0,\infty)$ if and only if there exists an $α\in \mathbb{R}$ such that the large deviation rate function for the trajectory of the magnetization conditional on hitting the value $α$ at time $t$ has multiple global minimizers. We further show that different minimizing trajectories are different at time $t=0$. We give conditions on the potential under which the system is Gibbs at time $t=0$, classify the possible scenarios of being Gibbs at time $t \in (0,\infty)$ in terms of the second difference quotient of the potential, and show that the system cannot become Gibbs once it has become non-Gibbs, i.e., there is a unique and explicitly computable crossover time $t_c \in [0,\infty]$ from Gibbs to non-Gibbs. We give examples of immediate loss of Gibbsianness ($t_c=0$), short-time conservation of Gibbsianness, large-time loss of Gibbsianness ($t_c\in (0,\infty)$), and preservation of Gibbsianness ($t_c=\infty$). Depending on the potential, the system can be Gibbs or non-Gibbs at the cross-over time time $t=t_c$.

math.PR↗

Dualities in population genetics: a fresh look with new dualities

We apply our general method of duality, introduced in [Giardina', Kurchan, Redig, J. Math. Phys. 48, 033301 (2007)], to models of population dynamics. The classical dualities between forward and ancestral processes can be viewed as a change of representation in the classical creation and annihilation operators, both for diffusions dual to coalescents of Kingman's type, as well as for models with finite population size. Next, using SU(1,1) raising and lowering operators, we find new dualities between the Wright-Fisher diffusion with $d$ types and the Moran model, both in presence and absence of mutations. These new dualities relates two forward evolutions. From our general scheme we also identify self-duality of the Moran model.

math.PR↗

A generalized Asymmetric Exclusion Process with $U_q(\mathfrak{sl}_2)$ stochastic duality

We study a new process, which we call ASEP$(q,j)$, where particles move asymmetrically on a one-dimensional integer lattice with a bias determined by $q\in (0,1)$ and where at most $2j\in\mathbb{N}$ particles per site are allowed. The process is constructed from a $(2j+1)$-dimensional representation of a quantum Hamiltonian with $U_q(\mathfrak{sl}_2)$ invariance by applying a suitable ground-state transformation. After showing basic properties of the process ASEP$(q,j)$, we prove self-duality with several self-duality functions constructed from the symmetries of the quantum Hamiltonian. By making use of the self-duality property we compute the first $q$-exponential moment of the current for step initial conditions (both a shock or a rarefaction fan) as well as when the process is started from an homogeneous product measure.

math.PR↗

Large Deviations in Stochastic Heat-Conduction Processes Provide a Gradient-Flow Structure for Heat Conduction

We consider three one-dimensional continuous-time Markov processes on a lattice, each of which models the conduction of heat: the family of Brownian Energy Processes with parameter $m$, a Generalized Brownian Energy Process, and the Kipnis-Marchioro-Presutti process. The hydrodynamic limit of each of these three processes is a parabolic equation, the linear heat equation in the case of the BEP$(m)$ and the KMP, and a nonlinear heat equation for the GBEP($a$). We prove the hydrodynamic limit rigorously for the BEP$(m)$, and give a formal derivation for the GBEP($a$). We then formally derive the pathwise large-deviation rate functional for the empirical measure of the three processes. These rate functionals imply gradient-flow structures for the limiting linear and nonlinear heat equations. We contrast these gradient-flow structures with those for processes describing the diffusion of mass, most importantly the class of Wasserstein gradient-flow systems. The linear and nonlinear heat-equation gradient-flow structures are each driven by entropy terms of the form $-\log ρ$; they involve dissipation or mobility terms of order $ρ^2$ for the linear heat equation, and a nonlinear function of $ρ$ for the nonlinear heat equation.

math-ph↗

Approaching criticality via the zero dissipation limit in the abelian avalanche model

The discrete height abelian sandpile model was introduced by Bak, Tang & Wiesenfeld and Dhar as an example for the concept of self-organized criticality. When the model is modified to allow grains to disappear on each toppling, it is called bulk-dissipative. We provide a detailed study of a continuous height version of the abelian sandpile model, called the abelian avalanche model, which allows an arbitrarily small amount of dissipation to take place on every toppling. We prove that for non-zero dissipation, the infinite volume limit of the stationary measure of the abelian avalanche model exists and can be obtained via a weighted spanning tree measure. We show that in the whole non-zero dissipation regime, the model is not critical, i.e., spatial covariances of local observables decay exponentially. We then study the zero dissipation limit and prove that the self-organized critical model is recovered, both for the stationary measure and for the dynamics. We obtain rigorous bounds on toppling probabilities and introduce an exponent describing their scaling at criticality. We rigorously establish the mean-field value of this exponent for $d > 4$.

math.PR↗

Duality and stationary distributions of wealth distribution models

We analyze a class of energy and wealth redistribution models. We characterize their stationary measures and show that they have a discrete dual process. In particular we show that the wealth distribution model with non-zero propensity can never have invariant product measures. We also introduce diffusion processes associated to the wealth distribution models by "instantaneous thermalization".

math.PR↗

Hamiltonian and Lagrangian for the trajectory of the empirical distribution and the empirical measure of Markov processes

We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov processes. We treat both the case of jump processes (continuous-time Markov chains and interacting particle systems) as well as diffusion processes. For diffusion processes, the Lagrangian is a quadratic form of the deviation of the trajectory from the Kolmogorov forward equation. In all cases, the Lagrangian can be interpreted as a relative entropy or relative entropy density per unit time.

math.PR↗

Random walks in dynamic random environments: A transference principle

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker, that is, the environment process. We can transfer the rate of mixing in time of the environment to the rate of mixing of the environment process with a loss of at most polynomial order. Therefore the method is applicable to environments with sufficiently fast polynomial mixing. We obtain unique ergodicity of the environment process. Moreover, the unique invariant measure of the environment process depends continuously on the jump rates of the walker. As a consequence we obtain the law of large numbers and a central limit theorem with nondegenerate variance for the position of the walk.

math.PR↗

Duality for stochastic models of transport

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process which is obtained by placing the system in contact with proper reservoirs, working at different particles densities or different temperatures. We show that all the models are exactly solvable by duality, using a dual process with absorbing boundaries. The solution does also apply to the so-called thermalization limit in which particles or energy is instantaneously redistributed among sites. The results shows that duality is a versatile tool for analyzing stochastic models of transport, while the analysis in the literature has been so far limited to particular instances. Long-range correlations naturally emerge as a result of the interaction of dual particles at the microscopic level and the explicit computations of covariances match, in the scaling limit, the predictions of the macroscopic fluctuation theory.

math-ph↗