Related papers: Rate of relaxation for a mean-field zero-range pro…
We study the out-of-equilibrium dynamics of the quantum cellular automaton Rule 54 using a time-channel approach. We exhibit a family of (non-equilibrium) product states for which we are able to describe exactly the full relaxation…
Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…
We obtain the equilibrium fluctuations for the empirical density of particles for the zero-range process in the Sierpinski gasket. The limiting process is a generalized Ornstein-Uhlenbeck process generated by the Neumann Laplacian and its…
Spatially-distributed, nonequilibrium chemical systems described by a Markov chain model are considered. The evolution of such systems arises from a combination of local birth-death reactive events and random walks executed by the particles…
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
For stochastic processes leading to condensation, the condensate, once it is formed, performs an ergodic stationary-state motion over the system. We analyse this motion, and especially its characteristic time, for zero-range processes. The…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group $\Omega_N$ consisting of families of individuals undergoing critical branching random walk and in addition these families also…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…
This paper investigates the zero relaxation limit for general linear hyperbolic relaxation systems and establishes the asymptotic convergence of slow variables under the unimprovable weakest stability condition, akin to the Lax equivalence…
We calculate the exact stationary distribution of the one-dimensional zero-range process with open boundaries for arbitrary bulk and boundary hopping rates. When such a distribution exists, the steady state has no correlations between sites…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
Exact solutions are obtained for the mean-field spherical model, with or without an external magnetic field, for any finite or infinite number N of degrees of freedom, both in the microcanonical and in the canonical ensemble. The canonical…
Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this paper, some of these techniques are extended to a general…
In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the…
We study a multivariate, non-linear Hawkes process $Z^N$ on a $q$-Erd\H{o}s-R\'{e}nyi-graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). If $p\neq\tfrac12$, we take the mean-field…
This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…