306 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Universidade do PortoPT174 papers
- University of CoimbraPT98 papers
- University of MinhoPT81 papers
- University of LisbonPT24 papers
- Centre National de la Recherche ScientifiqueFR22 papers
- Instituto Superior TécnicoPT22 papers
- UCLouvainBE13 papers
- Universidade Federal da BahiaBR13 papers
- Centro de Análise Matemática Geometria e Sistemas DinâmicosPT10 papers
- Pontifícia Universidade Católica do Rio de JaneiroBR10 papers
- Universidad de La LagunaES9 papers
- Universidade Federal do Rio de JaneiroBR9 papers
19 papers · 1 filter
Dynamics of finite inhomogeneous particle systems with exclusion interaction
Vadim Malyshev, Mikhail Menshikov, Serguei Popov +1
We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to…
Linear competition processes and generalized Polya urns with removals
Serguei Popov, Vadim Shcherbakov, Stanislav Volkov
A competition process is a continuous time Markov chain that can be interpreted as a system of interacting birth-and-death processes, the components of which evolve subject to a co…
Transience of conditioned walks on the plane: encounters and speed of escape
Serguei Popov, Leonardo T. Rolla, Daniel Ungaretti
We consider the two-dimensional simple random walk conditioned on never hitting the origin, which is,formally speaking, the Doob's -transform of the simple random walk with resp…
Clustering indices and decay of correlations in non-Markovian models
Miguel Abadi, Ana Cristina Moreira Freitas, Jorge Milhazes Freitas
When there is no independence, abnormal observations may have a tendency to appear in clusters instead of scattered along the time frame. Identifying clusters and estimating their…
Failure Rate Properties of Parallel Systems
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested…
Lévy processes with respect to the index Whittaker convolution
Rúben Sousa, Manuel Guerra, Semyon Yakubovich
The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability me…
Barrier Option Pricing under the 2-Hypergeometric Stochastic Volatility Model
Rúben Sousa, Ana Bela Cruzeiro, Manuel Guerra
We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile…
Crossover to the stochastic Burgers equation for the WASEP with a slow bond
Tertuliano Franco, Patricia Gonçalves, Marielle Simon
We consider the weakly asymmetric simple exclusion process in the presence of a slow bond and starting from the invariant state, namely the Bernoulli product measure of parameter $…
Occupation times of exclusion processes with conductances
Tertuliano Franco, Patrícia Gonçalves, Adriana Neumann
We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a gen…
Slowed exclusion process: hydrodynamics, fluctuations and phase transitions
Tertuliano Franco, Patrícia Gonçalves, Adriana Neumann
This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamic…
Nonlinear fluctuations of weakly asymmetric interacting particle systems
Patricia Gonçalves, Milton Jara
We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly…
Entropy of non-equilibrium stationary measures of boundary driven TASEP
Cédric Bernardin, Patrícia Gonçalves, Claudio Landim
We examine the entropy of non-equilibrium stationary states of boundary driven totally asymmetric simple exclusion processes. As a consequence, we obtain that the Gibbs-Shannon ent…
Phase transition in equilibrium fluctuations of symmetric slowed exclusion
Tertuliano Franco, Patricia Gonçalves, Adriana Neumann
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and t…
On the asymmetric zero-range in the rarefaction fan
Patricia Gonçalves
We consider the one-dimensional asymmetric zero-range process starting from a step decreasing profile. In the hydrodynamic limit this initial condition leads to the rarefaction fan…
Scaling limits of additive functionals of interacting particle systems
Patricia Gonçalves, Milton Jara
Using the renormalization method introduced in \cite{GJ}, we prove what we call the {\em local} Boltzmann-Gibbs principle for conservative, stationary interacting particle systems…
Extremal Index, Hitting Time Statistics and periodicity
Ana Cristina Moreira Freitas, Jorge Milhazes Freitas, Mike Todd
We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. T…
Crossover to the KPZ equation
Patrícia Gonçalves, Milton Jara
We characterize the crossover regime to the KPZ equation for a class of one-dimensional weakly asymmetric exclusion processes. The crossover depends on the strength asymmetry $an^{…
On a forward-backward stochastic system associated to the Burgers equation
Ana Bela Cruzeiro, Evelina Shamarova
We describe a probabilistic construction of -regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forwar…
Equilibrium Fluctuations for the Totally Asymmetric Zero Range process
Patricia Goncalves
We prove a Central Limit Theorem for the empirical measure in the one-dimensional Totally Asymmetric Zero-Range Process in the hyperbolic scaling , starting from the equilibrium…