Related papers: About quasi-renewal processes and quasi-regenerati…

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

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…

For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…

We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…

We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…

We give examples of quasi-hyperbolic dynamical systems with the following properties : polynomial decay of correlations, convergence in law toward a non gaussian law of the ergodic sums (divided by $n^{3/4}$) associated to non degenerated…

A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.

We present a notion of almost periodicity wich can be applied to random dynamical systems as well as almost periodic stochastic differential equations in Hilbert spaces (abstract stochastic partial differential equations). This concept…

Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighborhood of the origin. We address this question in…

Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence…

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

We work out the theory and applications of a fast quasi-adiabatic approach to speed up slow adiabatic manipulations of quantum systems by driving a control parameter as near to the adiabatic limit as possible over the entire protocol…

In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the $G$-integrable processes and get a kind of quasi-continuous processes by…

Certain renewal theorems are extended to the case that the rate of the renewal process goes to 0 and, more generally, to the case that the drift of the random walk goes to infinity. These extensions are motivated by and applied to the…

For a large class of processes with an absorbing state, statistical properties of the surviving sample attain time-independent values in the quasi-stationary (QS) regime. We propose a practical simulation method for studying…

We suggest a natural approach that leads to a modification of classical quasispecies models and incorporates the possibility of population extinction in addition to growth. The resulting modified models are called open. Their essential…

We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of normalized unbounded semigroups.