Hydrodynamic limit and cutoff for the biased adjacent walk on the simplex

Abstract

We investigate the asymptotic in $N$ of the mixing times of a Markov dynamics on $N-1$ ordered particles in an interval. This dynamics consists in resampling at independent Poisson times each particle according to a probability measure on the segment formed by its nearest neighbours. In the setting where the resampling probability measures are symmetric, the asymptotic of the mixing times were obtained and a cutoff phenomenon holds. In the present work, we focus on an asymmetric version of the model and we establish a cutoff phenomenon. An important part of our analysis consists in the derivation of a hydrodynamic limit, which is given by a non-linear Hamilton-Jacobi equation with degenerate boundary conditions.

42 pages