Related papers: Total variation approximation for quasi-equilibriu…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…
Design-based frameworks of uncertainty are frequently used in settings where the treatment is (conditionally) randomly assigned. This paper develops a design-based framework suitable for analyzing quasi-experimental settings in the social…
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.…
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…
We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…
The purpose of this paper is to prove the existence of solutions of quasi-equilibrium problems without any generalized monotonicity assumption. Additionally, we give an application to quasi-optimization problems.
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…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
In this article, we address the absorption properties of a class of stochastic differ- ential equations around singular points where both the drift and diffusion functions vanish. According to the H\"older coefficient alpha of the diffusion…
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…
Stochastic models play an essential role in accounting for the variability and unpredictability seen in real-world. This paper focuses on the application of the gamma distribution to analysis of the stationary distributions of populations…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
This work deals with almost automorphy of distributions. We give characterizations and main properties of these distributions. We also study the existence of distributional almost automorphic solutions of linear difference-differential…
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 $X$.
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…
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…
We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…