Statistics of current-activity fluctuations in asymmetric flow with exclusion.

Current-activity versus local-current fluctuations in a driven flow with exclusion.

We consider fluctuations of steady-state current activity, and of its dynamic counterpart, the local current, for the one-dimensional totally asymmetric simple exclusion process. The cumulants of the integrated activity behave similarly to those of the local current, except that they do not capture the anomalous scaling behavior in the maximal-current phase and at its boundaries. This indicates...

The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange

The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...

Current Fluctuations for the Totally Asymmetric Simple Exclusion Process

Current Fluctuations for the Totally Asymmetric Simple Exclusion Process

The time-integrated current of the TASEP has non-Gaussian fluctuations of order t. The recently discovered connection to random matrices and the Painlevé II RiemannHilbert problem provides a technique through which we obtain the probability distribution of the current fluctuations, in particular their dependence on initial conditions, and the stationary two-point function. Some open problems ar...

SECOND-ORDER FLUCTUATIONS AND CURRENT ACROSS CHARACTERISTIC FOR A ONE-DIMENSIONAL GROWTH MODEL OF INDEPENDENT RANDOM WALKS1 BY TIMO SEPPÄLÄINEN University of Wisconsin

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n1/2 one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of fluctuations comes from the particle current across the characteristic. For a system made up of independent random walks we show that the second-order fluctuat...