Stochastic Deformations of Sample Paths of Random Walks and Exclusion Models

Guy Fayolle; Cyril Furtlehner

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arXiv · cond-mat/0603243

Stochastic Deformations of Sample Paths of Random Walks and Exclusion Models

Guy Fayolle·Cyril Furtlehner

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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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Guy Fayolle, Cyril Furtlehner. 2006-03-09. Stochastic Deformations of Sample Paths of Random Walks and Exclusion Models. https://arxiv.org/abs/cond-mat/0603243

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