Related papers: Sensitivity analysis of quasi-stationary-distribut…
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…
This paper examines the quasi-stationary behavior of stochastic rumor processes. Using the results by van Doorn and Pollett (2008), we first prove that the continuous-time Maki--Thompson model has a unique quasi-stationary distribution…
It has recently been shown that structural conditions on the reaction network, rather than a 'fine-tuning' of system parameters, often suffice to impart 'absolute concentration robustness' on a wide class of biologically relevant,…
Out-of-equilibrium quasistationary states (QSSs) are one of the signatures of a broken ergodicity in long-range interacting systems. For the widely studied Hamiltonian Mean-Field model, the lifetime of some QSSs has been shown to diverge…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
Deterministic approximations to stochastic Susceptible-Infectious-Susceptible models typically predict a stable endemic steady-state when above threshold. This can be hard to relate to the underlying stochastic dynamics, which has no…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
A Quasi-Stationary Distribution (QSD)for a Markov process with an almost surely hit absorbing state is a time-invariant initial distribution for the process conditioned on not being absorbed by any given time. An initial distribution for…
Quasi-stationary distributions (QSD) have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are certainly…
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of…
We discuss the nature of quasi-stationary states (QSS) with non-Boltzmannian distribution in systems with long-range interactions in relation with a process of incomplete violent relaxation based on the Vlasov equation. We discuss several…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…
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…
This work provides complete description of Quasistationary Distributions (QSDs) for Markov chains with a unique absorbing state and an irreducible set of non-absorbing states. As is well-known, every QSD has an associated absorption…
This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…
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…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…