Related papers: GREM-like K processes on trees with infinite depth
We consider a continuous time process that is self-exciting and ergodic, called threshold Chan-Karolyi-Longstaff-Sanders (CKLS) process. This process is a generalization of various models in econometrics, such as Vasicek model,…
In this thesis, we provide an initial investigation into bounds for topological entropy of switched linear systems. Entropy measures, roughly, the information needed to describe the behavior of a system with finite precision on finite time…
We consider the monomer-dimer model on sequences of random graphs locally convergent to trees. We prove that the monomer density converges almost surely, in the thermodynamic limit, to an analytic function of the monomer activity. We…
We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…
Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…
We present a model in which, due to the quantum nature of the signals controlling the implementation time of successive unitary computational steps, \emph{physical} irreversibility appears in the execution of a \emph{logically} reversible…
A problem from thermodynamic formalism for countable symbolic Markov chains is considered. It concerns asymptotic behavior of the equilibrium measures corresponding to increasing sequences of finite sub-matrices of an infinite nonnegative…
We derive the exact asymptotics of $P(\sup_{u\leq t}X(u) > x)$ if $x$ and $t$ tend to infinity with $x/t$ constant, for a L\'{e}vy process $X$ that admits exponential moments. The proof is based on a renewal argument and a two-dimensional…
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated…
We derive rates of convergence for limit theorems that reveal the intricate structure of the phase transitions in a mean-field version of the Blume-Emery-Griffith model. The theorems consist of scaling limits for the total spin. The model…
Several long-time limit theorems of one-dimensional L\'evy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families of exponential times and that of constant times, called…
An acyclic mapping from an $n$ element set into itself is a mapping $\phi$ such that if $\phi^k(x) = x$ for some $k$ and $x$, then $\phi(x) = x$. Equivalently, $\phi^\ell = \phi^{\ell+1} = ...$ for $\ell$ sufficiently large. We investigate…
We consider the Ising model on a general tree under various boundary conditions: all plus, free and spin-glass. In each case, we determine when the root is influenced by the boundary values in the limit as the boundary recedes to infinity.…
Let G be a finite graph or an infinite graph on which Z^d acts with finite fundamental domain. If G is finite, let T be a random spanning tree chosen uniformly from all spanning trees of G; if G is infinite, known methods show that this…
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…
We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…
We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…
For supercritical multitype branching processes in continuous time, we investigate the evolution of types along those lineages that survive up to some time t. We establish almost-sure convergence theorems for both time and population…
This work is devoted to the formal verification of specifications over general discrete-time Markov processes, with an emphasis on infinite-horizon properties. These properties, formulated in a modal logic known as PCTL, can be expressed…
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…