Related papers: Total variation approximation for quasi-equilibriu…
We consider the discrete-time voter model on complete bipartite graphs and study the quasi-stationary distribution (QSD) for the model as the size of one of the partitions tends to infinity while the other partition remains fixed. We show…
Consider N particles moving independently, each one according to a subcritical continuous-time Galton-Watson process unless it hits 0, at which time it jumps instantaneously to the position of one of the other particles chosen uniformly at…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
We show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it…
The quasi-variational inequalities play a significant role in analyzing a wide range of real-world problems. However, these problems are more complicated to solve than variational inequalities as the constraint set is based on the current…
We discuss the concepts of quasi-renewal and quasi-regenerative processes. We also propose a method for obtaining the upper bounds for the convergence rate of the distribution of a regenerative and quasi-regenerative process to a stationary…
We derive the representation of the nonequilibrium steady-state distribution function which is expressed in terms of the excess free energy production. This representation resembles the one derived recently by Komatsu and Nakagawa [Phys.…
The present work revisits the reduction of the nonlinear dynamics of an electromechanical system through a quasi-steady state hypothesis, discussing the fundamental aspects of this type of approach and clarifying some confusing points found…
We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…
We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process $X$ relative to a bounded domain. The two problems are in some sense dual,…
A longstanding goal of nonequilibrium statistical mechanics has been to extend the conceptual power of the Boltzmann distribution to driven systems. We report some new progress towards this goal. Instead of writing the nonequilibrium…
We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…
In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…
We introduce a Hamiltonian dynamics for the description of long-range interacting systems in contact with a thermal bath (i.e., in the canonical ensemble). The dynamics confirms statistical mechanics equilibrium predictions for the…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…