Related papers: Quasi-Stationary Distributions and Resilience: Wha…
Many driven systems alternate between bursts of activity and quiescence and can become trapped in an absorbing state, such as complete inactivity in reaction-diffusion processes or extinction in predator-prey dynamics. It is generally…
We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…
We consider a collection of Markov chains that model the evolution of multitype biological populations. The state space of the chains is the positive orthant, and the boundary of the orthant is absorbing representing the extinction states…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…
We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given…
In order to analyze stability of a two-queue model, we consider a two-dimensional quasi-birth-and-death process (2d-QBD process), denoted by $\{\boldsymbol{Y}(t)\}=\{((L_1(t),L_2(t)),J(t))\}$. The two-dimensional process…
Extinction of a long-lived isolated stochastic population can be described as an exponentially slow decay of quasi-stationary probability distribution of the population size. We address extinction of a population in a two-population system…
The quasi-static evolution of steady states far from equilibrium is investigated from the point of view of quantum statistical mechanics. As a concrete example of a thermodynamic system, a two-level quantum dot coupled to several reservoirs…
The statistical properties of an ecosystem composed of species interacting via pairwise, random interactions and deterministic, concentration limiting self-interaction are studied analytically with tools of equilibrium statistical mechanics…
Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the ``phase'' giving the state of…
We consider extinction times for a class of birth-death processes commonly found in applications, where there is a control parameter which determines whether the population quickly becomes extinct, or rather persists for a long time. We…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…
Over the past century, nonlinear difference and differential equations have been used to understand conditions for species coexistence. However, these models fail to account for random fluctuations due to demographic and environmental…
After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…
Hamiltonian systems with long-range interactions give rise to long lived out of equilibrium macroscopic states, so-called quasi-stationary states. We show here that, in a suitably generalized form, this result remains valid for many such…