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Asymmetric Simple Exclusion Process with open boundaries and Quadratic Harnesses

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arxiv 1511.01163 v5 pith:26OMXYCK submitted 2015-11-03 math.PR math-phmath.COmath.MP

classification math.PRmath-phmath.COmath.MP
keywords processasymmetricboundariesexclusionharnessesjointmarkovnumber
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We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses. We use our representation to prove the large deviations principle for the total number of particles in the system. We use the generator of the Markov process to show how explicit formulas for the average occupancy of a site arise for special choices of parameters. We also give similar representations for limits of stationary measures as the number of sites tends to infinity.

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  1. Free Askey--Wilson functionals and geometric last passage percolation on a strip

    math.PR 2025-06 conditional novelty 6.0 of 10

    Free Askey-Wilson functionals yield generating function representations for geometric LPP on a strip, giving the full phase diagram of the stationary measure and a Poisson approximation.

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