Related papers: Simulation of quasi-stationary distributions on co…

We consider the stochastic Fisher-Kolmogorov-Petrovsky-Piscunov (FKPP) equation on the circle $\mathbb{S}$, \begin{equation*} \partial_t u(t,x) \,= \frac{\alpha}{2}\Delta u +\beta\,u(1-u) + \sqrt{\gamma\,u(1-u)}\,\dot{W}, \qquad…

Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…

Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…

For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these processes is introduced and the boundary is classified by a…

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…

Sampling from the stationary distribution is one of the fundamental tasks of Markov chain-based algorithms and has important applications in machine learning, combinatorial optimization and network science. For the quantum case, qsampling…

Numerical simulation of individual open quantum systems has proven advantages over density operator computations. Quantum state diffusion with a moving basis (MQSD) provides a practical numerical simulation method which takes full advantage…

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

Spatial multiscale methods have established themselves as useful tools for extending the length scales accessible by conventional statics (i.e., zero temperature molecular dynamics). Recently, extensions of these methods, such as the…

A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…

We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…

In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present integrability conditions and continuity properties. Further, we…

We study from a theoretical viewpoint the fundamental problem of efficiently computing the stationary distribution of general classes of structured Markov processes. In strong contrast with previous work, we consider this fundamental…

We employ frames consisting of rank-one projectors (i.e. pure quantum states) and their induced informationally complete quantum measurements (IC-POVMs) to represent generally mixed quantum states by quasi-probability distributions. In the…

In this paper, we derive a simple drift condition for the stability of a class of two-dimensional Markov processes, for which one of the coordinates (also referred to as the {\em phase} for convenience) has a well understood behaviour…

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…