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An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…

Statistical Mechanics · Physics 2023-07-07 M. Reza Shaebani , Heiko Rieger , Zeinab Sadjadi

The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…

Dynamical Systems · Mathematics 2013-02-21 Yuri Kifer

Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…

Fluid Dynamics · Physics 2014-06-18 Mario Sandoval , Navaneeth K. M. , Ganesh Subramanian , Eric Lauga

Dynamical systems that are contracting on a subspace are said to be semicontracting. Semicontraction theory is a useful tool in the study of consensus algorithms and dynamical flow systems such as Markov chains. To develop a comprehensive…

Probability · Mathematics 2022-12-22 Giulia De Pasquale , Kevin D. Smith , Francesco Bullo , Maria Elena Valcher

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

Transient dynamics are of large interest in many areas of science. Here, a generalization of basin stability (BS) is presented: constrained basin stability (CBS) that is sensitive to various different types of transients arising from finite…

Chaotic Dynamics · Physics 2016-04-20 Adrian van Kan , Jannes Jegminat , Jonathan Donges , Jürgen Kurths

Mathematical models represent one of the fundamental ways of studying nature. In special, epidemic models have shown to be particularly useful in the understanding of the course of diseases and in the planning effective control policies. A…

Physics and Society · Physics 2022-10-19 Paulo C. Ventura , Eric K. Tokuda , Luciano da F. Costa , Francisco A. Rodrigues

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

The asymptotic dynamics of quantum Markov chains generated by the most general physically relevant quantum operations is investigated. It is shown that it is confined to an attractor space on which the resulting quantum Markov chain is…

Mathematical Physics · Physics 2015-06-11 Jaroslav Novotny , Gernot Alber , Igor Jex

This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…

Methodology · Statistics 2016-02-24 Lars Holden

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

We study a finite uni-directional array of "cascading" or "threshold coupled" chaotic maps. Such systems have been proposed for use in nonlinear computing and have been applied to classification problems in bioinformatics. We describe some…

Dynamical Systems · Mathematics 2015-06-26 Erik Boczko , Todd Young

A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…

Statistical Mechanics · Physics 2016-08-31 Francois Leyvraz , Hernan Larralde , David P. Sanders

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…

General Economics · Economics 2020-05-20 Olivera Kostoska , Viktor Stojkoski , Ljupco Kocarev

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

Systems of dense spheres interacting through very short-ranged attraction are known from theory, simulations and colloidal experiments to exhibit dynamical reentrance. The liquid state can thus be fluidized to higher densities than…

Statistical Mechanics · Physics 2020-08-13 Patrick Charbonneau , Joyjit Kundu

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi