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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…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…

Probability · Mathematics 2023-06-14 Zhe-Kang Fang , Yong-Hua Mao , Tao Wang

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…

Statistical Mechanics · Physics 2007-05-23 V. Balakrishnan , C. Van den Broeck , I. Bena

In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…

Probability · Mathematics 2013-05-03 Bastien Marmet

In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is a natural boundary. More precisely, we not only give a necessary and sufficient…

Probability · Mathematics 2015-12-31 Hanjun Zhang , Guoman He

Phenotypically structured equations arise in population biology to describe the interaction of species with their environment that brings the nutrients. This interaction usually leads to selection of the fittest individuals. Models used in…

Analysis of PDEs · Mathematics 2015-06-18 Alexander Lorz , Benoit Perthame

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…

Probability · Mathematics 2017-02-12 Nicolas Champagnat , Denis Villemonais

We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where…

Dynamical Systems · Mathematics 2016-05-18 Neil Dobbs , Mikko Stenlund

Stochastic discrete-time SIS and SIR models of endemic diseases are introduced and analyzed. For the deterministic, mean-field model, the basic reproductive number $R_0$ determines their global dynamics. If $R_0\le 1$, then the frequency of…

Populations and Evolution · Quantitative Biology 2020-05-19 Sebastian J. Schreiber , Shuo Huang , Jifa Jiang , Hao Wang

The quasispecies model was introduced in 1971 by Manfred Eigen to discuss the first stages of life on Earth. It provides an appealing mathematical framework to study the evolution of populations in biology, for instance viruses. We present…

Populations and Evolution · Quantitative Biology 2016-09-20 Raphaël Cerf , Joseba Dalmau

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

Probability · Mathematics 2016-04-28 Mikael Petersson

This work is concerned with the analysis of a stochastic approximation algorithm for the simulation of quasi-stationary distributions on finite state spaces. This is a generalization of a method introduced by Aldous, Flannery and Palacios.…

Probability · Mathematics 2016-11-25 Michel Benaïm , Bertrand Cloez

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…

Probability · Mathematics 2025-10-15 Guoman He , Hanjun Zhang

We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…

Statistical Mechanics · Physics 2015-05-20 Ginestra Bianconi , Christoph Rahmede

We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary…

Probability · Mathematics 2016-03-16 Hanjun Zhang , Guoman He

The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…

Probability · Mathematics 2021-02-12 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $\tau$, from quasistationarity to…

Probability · Mathematics 2024-12-11 Damian Clancy

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

Probability · Mathematics 2016-11-10 Nicolas Champagnat , Denis Villemonais

We develop a macroscopic description of the evolutionary dynamics by following the temporal dynamics of the total Shannon entropy of sequences, denoted by $S$, and the average Hamming distance between them, denoted by $H$. We argue that a…

Populations and Evolution · Quantitative Biology 2024-02-23 Artem Romanenko , Vitaly Vanchurin