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This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…
The Hamiltonian Mean Field model describes a system of N fully-coupled particles showing a second-order phase transition as a function of the energy. The dynamics of the model presents interesting features in a small energy region below the…
Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…
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…
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…
Suppose that $X$ is a subcritical superprocess. Under some asymptotic conditions on the mean semigroup of $X$, we prove the Yaglom limit of $X$ exists and identify all quasi-stationary distributions of $X$.
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ having increments $(1,0)$, $(-1,1)$, $(0,-1)$ with jump probabilities $\lambda(M_k)$, $\mu_1(M_k)$, and $\mu_2(M_k)$ where $M$ is an irreducible aperiodic finite state Markov…
As a stochastic model for quantum mechanics we present a stationary quantum Markov process for the time evolution of the Wigner function on a lattice phase space Z_N x Z_N with N odd. By introducing a phase factor extension to the phase…
We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…
$M_n(\mathbb{C})$ denotes the set of $n$ by $n$ complex matrices. Consider continuous time quantum semigroups $\mathcal{P}_t= e^{t\, \mathcal{L}}$, $t \geq 0$, where $\mathcal{L}:M_n(\mathbb{C}) \to M_n(\mathbb{C})$ is the infinitesimal…
We study the distribution of residence time or equivalently that of ``mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter $\alpha$. The persistence exponent for these processes is simply given by…
We consider the diffusion $(R_t^r)_{t\ge0}$ generated by the equation $dR_t^r=dt+\mu R_t^r dB_t$ with $R_0^r\triangleq r\ge0$ fixed, and where $\mu\neq0$ is given, and $(B_t)_{t\ge0}$ is standard Brownian motion. We assume that…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approximate specific queues on R with one-sided L\'evy input, such as…
We develop a quasilinear theory of the Vlasov equation in order to describe the approach of systems with long-range interactions to quasi-stationary states. We derive a diffusion equation governing the evolution of the velocity distribution…
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…
In this paper, we consider a subclass of piecewise deterministic Markov processes with a Polish state space that involve a deterministic motion punctuated by random jumps, occurring in a Poisson-like fashion with some state-dependent rate,…
In this paper, we study mixed power-exponential moment functionals of nonlinearly perturbed semi-Markov processes in discrete time. Conditions under which the moment functionals of interest can be expanded in asymptotic power series with…