Related papers: Quasistationary distributions for one-dimensional …

Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…

We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…

For the classical Shiryaev--Roberts martingale diffusion considered on the interval $[0,A]$, where $A>0$ is a given absorbing boundary, it is shown that the rate of convergence of the diffusion's quasi-stationary cumulative distribution…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

The Invasion Model on the complete bibartitle graph was introduced and studied by physicists as a rudimentary model for opinion dynamics on complex networks. We identify the limit of the Quasistationary distribution for the model as one…

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

We study the resonant tunneling of quasiparticles through an impurity between the edges of a Fractional Quantum Hall sample. We show that the one-particle momentum distribution of fractionally charged edge quasiparticles has a quasi-Fermi…

Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifetime via a property which we call the first hitting…

A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…

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…

In this paper, we address the motion of charged particles subjected to a discrete spectrum of electrostatic waves. We focus on situations when transport dominates, leading to significant variations in particle velocity. Nonetheless, these…

We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…

We derive novel low-temperature asymptotics for the spectrum of the infinitesimal generator of the overdamped Langevin dynamics. The novelty is that this operator is endowed with homogeneous Dirichlet conditions at the boundary of a domain…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…