Related papers: Absolute regularity of semi-contractive GARCH-type…
In this paper, we analyse a sub-class of two-dimensional homogeneous nearest neighbour (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the…
This article proposes a new class of general linear method with $p=q$ and $r=s=p+1$. The construction of the present method is carried out using order conditions and error minimization subject to $A$- stability constraints. The proposed…
Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
Employing a quantum Monte Carlo simulation we find a pairing instability in the normal state of the infinite dimensional periodic Anderson model. Superconductivity arises from a normal state in which the screening is protracted and which is…
We consider a basic model of a dynamical distribution network, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…
In this paper we study global nonlinear stability for a system of semilinear wave and Klein-Gordon equations with quadratic nonlinearities. We consider nonlinearities of the type of wave-Klein-Gordon interactions where there are no…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
We derive a simple sufficient condition for the local asymptotic stability of spatially discrete, continuous-time reaction-diffusion systems of networked dynamical systems at a homogeneous equilibrium point. The framework explicitly…
We study geometric ergodicity of the Gibbs sampler for linear latent non-Gaussian models (LLnGMs), a class of hierarchical models in which conditional Gaussian structure is preserved through generalized inverse Gaussian (GIG)…
We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…
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…
In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…
We study point processes on the real line whose configurations X can be ordered decreasingly and evolve by increments which are functions of correlated gaussian variables. The correlations are intrinsic to the points and quantified by a…
A class of energy-transport equations without electric field under mixed Dirichlet-Neumann boundary conditions is analyzed. The system of degenerate and strongly coupled parabolic equations for the particle density and temperature arises in…
We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…
We prove well-posedness for very general linear wave- and diffusion equations on compact or non-compact metric graphs allowing various different conditions in the vertices. More precisely, using the theory of strongly continuous operator…
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…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…