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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

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…

Statistical Mechanics · Physics 2017-11-27 Alessandro Campa , Pierre-Henri Chavanis

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

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

Errors of approximations of the quasi-stationary distribution (the QSD) of the logistic SIS model are evaluated numerically. The results are used to derive asymptotic approximations of the approximation errors for large populations. We show…

Probability · Mathematics 2022-01-27 Ingemar Nåsell

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…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

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

For a large class of processes with an absorbing state, statistical properties of the surviving sample attain time-independent values in the quasi-stationary (QS) regime. We propose a practical simulation method for studying…

Statistical Mechanics · Physics 2007-05-23 Marcelo Martins de Oliveira , Ronald Dickman

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

Quasi steady state assumptions are often used to simplify complex systems of ordinary differential equations in modelling of biochemical processes. The simplified system is designed to have the same qualitative properties as the original…

Dynamical Systems · Mathematics 2013-12-11 Tomáš Vejchodský

This paper examines the quasi-stationary behavior of stochastic rumor processes. Using the results by van Doorn and Pollett (2008), we first prove that the continuous-time Maki--Thompson model has a unique quasi-stationary distribution…

Probability · Mathematics 2025-12-01 Iddo Ben-Ari , Elcio Lebensztayn , Lucas Sousa Santos

We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows…

Probability · Mathematics 2024-10-03 Nicolas Champagnat , Tony Lelièvre , Mouad Ramil , Julien Reygner , 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

We introduce two stochastic chemostat models consisting in a coupled population-nutrient process reflecting the interaction between the nutrient and the bacterias in the chemostat with finite volume. The nutrient concentration evolves…

Probability · Mathematics 2012-06-19 Pierre Collet , Servet Martinez , Sylvie Meleard , Jaime San Martin

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

Probability · Mathematics 2013-09-16 Camille Coron

An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…

Dynamical Systems · Mathematics 2018-07-05 Juho Leppänen

Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…

Statistical Mechanics · Physics 2015-12-07 Baruch Meerson

Hamiltonian systems with long-range interactions give rise to long lived out of equilibrium macroscopic states, so-called quasi-stationary states. We show here that, in a suitably generalized form, this result remains valid for many such…

Statistical Mechanics · Physics 2015-06-17 Michael Joyce , Jules Morand , François Sicard , Pascal Viot

The appearance of so-called exceptional points in the complex spectra of non-Hermitian systems is often associated with phenomena that contradict our physical intuition. One example of particular interest is the state-exchange process…