Related papers: Long time behavior of Markov processes and beyond
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…
Understanding temporal processes and their correlations in time is of paramount importance for the development of near-term technologies that operate under realistic conditions. Capturing the complete multi-time statistics defining a…
Consider a branching Markov process, $X = (X(t), t \ge 0)$, with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these…
In an effort to aid communication among different fields and perhaps facilitate progress on problems common to all of them, this article discusses hidden Markov processes from several viewpoints, especially that of symbolic dynamics, where…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…
In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61…
An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…
Certain Markov processes, or deterministic evolution equations, have the property that they are dual to a stochastic process that exhibits extinction versus unbounded growth, i.e., the total mass in such a process either becomes zero, or…
The exponential rate of convergence for some Markov operators is established. The operators correspond to continuous iterated function systems which are a very useful tool in some cell cycle models.
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
We show that long-term memory effects, present in the chaotic dispersion process generated by a meandering jet model, can be nonetheless taken into account by a first order Markov process, provided that the states of the phase space…
The problem of large order behaviour of perturbation theory for quantum mechanical systems is considered. A new approach to it is developed. An explicit mechanism showing the connection between large order recursive relations and classical…