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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

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 $X$.

Probability · Mathematics 2020-09-28 Rongli Liu , Yan-Xia Ren , Renming Song , Zhenyao Sun

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

Probability · Mathematics 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…

Probability · Mathematics 2020-10-21 Lucas Journel , Pierre Monmarché

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

In this paper, we prove in a very weak regularity setting existence and uniqueness of quasi-stationary distributions as well as exponential conver- gence towards the quasi-stationary distribution for the generalized Langevin and the…

Probability · Mathematics 2025-10-16 Arnaud Guillin , D I Lu , Boris Nectoux , Liming Wu

We introduce a construction to embed a quasiperiodic lattice of obstacles into a single unit cell of a higher-dimensional space, with periodic boundary conditions. This construction transparently shows the existence of channels in these…

Chaotic Dynamics · Physics 2012-06-12 Atahualpa S. Kraemer , David P. Sanders

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

Analysis of PDEs · Mathematics 2019-08-08 Adam Bobrowski

Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…

Statistical Mechanics · Physics 2014-09-23 Salvatore Mandrà , Marco Cosentino Lagomarsino , Marco Gherardi

We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…

Probability · Mathematics 2018-01-18 Nicolas Champagnat , Koléhè Coulibaly-Pasquier , Denis Villemonais

Consider the Langevin process, described by a vector (position,momentum) in $\mathbb{R}^{d}\times\mathbb{R}^d$. Let $\mathcal O$ be a $\mathcal{C}^2$ open bounded and connected set of $\mathbb{R}^d$. We prove the compactness of the…

Probability · Mathematics 2021-09-27 Tony Lelièvre , Mouad Ramil , Julien Reygner

We discuss stationary concentrations of reactants in an A + B -> 0 reaction under subdiffusion and show that they are described by stationary reaction-diffusion equations with a nonlinear diffusion term. We consider stationary profiles of…

Statistical Mechanics · Physics 2007-05-23 Daniela Froemberg , Igor M. Sokolov

This paper is concerned with the transient dynamics described by the solutions of the reaction-diffusion equations in which the reaction term consists of a combination of a superlinear power-law absorption and a time-independent point…

Analysis of PDEs · Mathematics 2015-11-10 Peter V. Gordon , Cyrill B. Muratov

The purpose of this paper is to investigate the principal spectral theory and asymptotic behavior of the spectral bound for cooperative nonlocal dispersal systems, specifically focusing on the case where partial diffusion coefficients are…

Classical Analysis and ODEs · Mathematics 2024-09-26 Lei Zhang

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

Probability · Mathematics 2022-09-27 Hamed Amini , Erhan Bayraktar , Suman Chakraborty

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

According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…

Probability · Mathematics 2015-06-26 Dimitrios Cheliotis

We consider the symmetric simple exclusion with open boundaries that are in contact with particle reservoirs at different densities. The reservoir densities changes at a slower time scale with respect to the natural time scale the system…

Probability · Mathematics 2019-04-30 Anna De Masi , Stefano Olla

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel