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Stochastic Deformations of Sample Paths of Random Walks and Exclusion Models

Abstract : This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in ^$\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion. Starting from examples, we give necessary and sufficient conditions for the underlying Markov processes to be reversible, in which case their invariant measure has a Gibbs form. Letting the size of the sample path increase, we find the convenient scalings bringing to light phase transition phenomena. Stable and metastable configurations are bound to time-periods of limiting deterministic trajectories which are solution of nonlinear differential systems: in the example of the ABC model, a system of Lotka-Volterra class is obtained, and the periods involve elliptic, hyper-elliptic or more general functions. Lastly, we discuss briefly the contour of a general approach allowing to tackle the transient regime via differential equations of Burgers' type.
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Contributor : Rapport de Recherche Inria <>
Submitted on : Tuesday, May 23, 2006 - 5:40:47 PM
Last modification on : Friday, May 25, 2018 - 12:02:03 PM
Long-term archiving on: : Sunday, April 4, 2010 - 10:17:52 PM


  • HAL Id : inria-00071476, version 1



Guy Fayolle, Cyril Furtlehner. Stochastic Deformations of Sample Paths of Random Walks and Exclusion Models. [Research Report] RR-5106, INRIA. 2004. ⟨inria-00071476⟩



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