Related papers: Eyring-Kramers type formulas for some piecewise de…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $\lambda$. To estimate nonparametrically the jump rate, we first construct an adaptive…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
We develop a general framework for piecewise deterministic Markov process (PDMP) samplers that enables efficient Bayesian inference in non-linear inverse problems with expensive likelihoods. The key ingredient is a surrogate-assisted…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
The persistence probability P_g(t) of the global order-parameter of a simple ferromagnet undergoing phase-ordering kinetics after a quench from a fully disordered state to below the critical temperature, T<T_c, is analysed. It is argued…
New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…
We study the response of a thermal state of an Ising chain to a nonlocal non-Hermitian perturbation, which coalesces the topological Kramer-like degeneracy in the ferromagnetic phase. The dynamic responses for initial thermal states in…
The Glauber model is reconsidered based on a quantum formulation of the Master equation. Unlike the conventional approach the temperature and the Ising energy are included from the beginning by introducing a Heisenberg-like picture of the…
We study the long-time behaviour of a class of piecewise-deterministic Markov processes which are an extension of some recent works. These $d$-dimensional processes, d>=1, can especially be used to model the motion of a bacterium in…
Semiclassical Gaussian approximations to the Boltzmann operator have become an important tool for the investigation of thermodynamic properties of clusters of atoms at low temperatures. Usually, numerically expensive thawed Gaussian…
We study the contact process with stirring on $\mathbb{Z}^d$. In this process, particles occupy vertices of $\mathbb{Z}^d$; each particle dies with rate 1 and generates a new particle at a randomly chosen neighboring vertex with rate…
We study finite temperature properties of metals close to an Ising-nematic quantum critical point in two spatial dimensions. In particular we show that at any finite temperature there is a regime where order parameter fluctuations are…
We study the zero-temperature stochastic Ising model on some connected planar quasi-transitive graphs, which are invariant under rotation and translation. The initial spin configuration is distributed according to a Bernoulli product…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…
In this paper, we present the asymptotic properties of the moment estimator for autoregressive (AR for short) models subject to Markovian changes in regime under the assumption that the errors are uncorrelated but not necessarily…