Simple exclusion process

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http://bomber0.myid.net/ (토론)님의 2011년 2월 2일 (수) 09:48 판
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introduction

 

 

Bethe Ansatz and Exclusion Processes http://events.berkeley.edu/index.php/calendar/sn/math.html?event_ID=39328&date=2011-02-01

Stochastic growth models in the plane

For aimple case, consider a graph of a random height function h.

Consider the rescaling

h^{\epsion}(x,t)=\epsilon h(\frac{x}{\epsilon},\frac{t}{\epsilon})

Then we expect to have

 

 

After some scaling argument, one may use KPZ equation to justify \epsilon^{2/3} as the order og the fluctuations of the above problem. But what is the law of the random \eta ?

Perhaps we can locate an example for which we can find exact formula for h as a result a formula for \eta. So for we have two examples that are "exactly solvable"

These examples are

Hammersley-Aldous-Diaconis (HAD) process and simple exclusion processes.

For the latter a trick known on Bethe ansatz is used to find very explicit formulas for various quantities of interest.

 

 

exclusion process

 

 

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