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Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

Probability · Mathematics 2020-12-29 Lea Popovic , Liam Peuckert

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

Probability · Mathematics 2024-10-01 Roberto Fernandez , Francesco Manzo , Matteo Quattropani , Elisabetta Scoppola

This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…

Probability · Mathematics 2017-09-29 Anna Castañer , M Mercè Claramunt

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

Chemical Physics · Physics 2015-06-18 Maria Bruna , S. Jonathan Chapman , Matthew J. Smith

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.…

Statistical Mechanics · Physics 2015-05-18 Song-Ho Chong , Michio Otsuki , Hisao Hayakawa

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

We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the…

Probability · Mathematics 2022-07-22 Kosuke Yamato

Quasi-stationary distributions (QSD) have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are certainly…

Probability · Mathematics 2012-06-29 Pablo Groisman , Matthieu Jonckheere

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…

Optimization and Control · Mathematics 2019-06-04 John Cotrina , Abderrahim Hantoute , Anton Svensson

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…

Numerical Analysis · Mathematics 2018-10-31 Thomas M. Bendall , Colin J. Cotter

We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we prove that the quasi-maximum likelihood estimator and the Bayes…

Statistics Theory · Mathematics 2012-12-21 Teppei Ogihara , Nakahiro Yoshida

We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…

Probability · Mathematics 2024-06-19 Zachary P. Adams

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…

Mathematical Physics · Physics 2009-11-11 Walid K. Abou Salem

In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…

Probability · Mathematics 2014-03-17 Lenka Slámová , Lev B. Klebanov

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,…

Optimization and Control · Mathematics 2021-03-02 Amarjit Budhiraja , Paul Dupuis , Pierre Nyquist , Guo-Jhen Wu

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…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov…

Dynamical Systems · Mathematics 2016-09-20 Yong Li , Zhenxin Liu , Wenhe Wang

This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…

Probability · Mathematics 2024-08-13 Zhe-Kang Fang , Yong-Hua Mao

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

The quasi-species equation describes the evolution of the probability that a random individual in a population carries a given genome. Here we map the quasi-species equation for individuals of a self-reproducing population to an ensemble of…

Statistical Mechanics · Physics 2012-06-20 Ginestra Bianconi , Christoph Rahmede
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