Related papers: Total variation approximation for quasi-equilibriu…
The quasi-static evolution of steady states far from equilibrium is investigated from the point of view of quantum statistical mechanics. As a concrete example of a thermodynamic system, a two-level quantum dot coupled to several reservoirs…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…
We present a new probabilistic analysis of distributed algorithms. Our approach relies on the theory of quasi-stationary distributions (QSD) recently developped by Champagnat and Villemonais. We give properties on the deadlock time and the…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…
The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
We study the quasi-stationary evolution of systems where an energetic confinement is unable to completely retain their constituents. It is performed an extensive numerical study of a gas whose dynamics is driven by binary encounters and its…
A framework of variational principles for stochastic fluid dynamics was presented by Holm (2015), and these stochastic equations were also derived by Cotter et al. (2017). We present a conforming finite element discretisation for the…
We consider the classical Shiryaev--Roberts martingale diffusion, $(R_t)_{t\ge0}$, restricted to the interval $[0,A]$, where $A>0$ is a preset absorbing boundary. We take yet another look at the well-known phenomenon of quasi-stationarity…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…
A quasi-equilibrium problem is an equilibrium problem where the constraint set does depend on the reference point. It generalizes important problems such as quasi-variational inequalities and generalized Nash equilibrium problems. We study…
The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion…
Consider the symmetric exclusion process evolving on an interval and weakly interacting at the end-points with reservoirs. Denote by $I_{[0,T]} (\cdot)$ its dynamical large deviations functional and by $V(\cdot)$ the associated…
An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged…