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Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…

Probability · Mathematics 2010-04-14 A. D. Barbour , P. K. Pollett

This survey concerns the study of quasi-stationary distributions with a specific focus on models derived from ecology and population dynamics. We are concerned with the long time behavior of different stochastic population size processes…

Probability · Mathematics 2012-12-05 Sylvie Méléard , Denis Villemonais

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Probability · Mathematics 2023-08-01 Aurélien Velleret

We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…

Probability · Mathematics 2024-04-02 Mauro Mariani , Etienne Pardoux , Aurélien Velleret

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…

Probability · Mathematics 2017-02-08 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We develop a quasilinear theory of the Vlasov equation in order to describe the approach of systems with long-range interactions to quasi-stationary states. We derive a diffusion equation governing the evolution of the velocity distribution…

Statistical Mechanics · Physics 2017-11-27 Alessandro Campa , Pierre-Henri Chavanis

In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…

Probability · Mathematics 2020-01-28 Timur Yastrzhembskiy

The spatial logistic branching process is a population dynamics model in which particles move on a lattice according to independent simple symmetric random walks, each particle splits into a random number of individuals at rate one, and…

Probability · Mathematics 2024-09-10 Thomas Tendron

Competing styles of Statistical Mechanics have been introduced as practical succedaneous to the conventional well established Boltzmann-Gibbs statistical mechanics, when in the use of the latter the researcher is impaired in his/her…

Statistical Mechanics · Physics 2016-08-31 Roberto Luzzi , Áurea R. Vasconcellos , J. Galvão Ramos

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

Probability · Mathematics 2022-12-16 Kosuke Yamato

This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…

Probability · Mathematics 2024-08-13 Zhe-Kang Fang , Yong-Hua Mao

We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…

Probability · Mathematics 2014-01-10 Bénédicte Haas , Víctor Manuel Rivero

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…

Probability · Mathematics 2022-04-08 Conrad J. Burden , Robert C. Griffiths

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…

Probability · Mathematics 2021-02-16 Michel Benaïm , Nicolas Champagnat , Denis Villemonais

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model complex hybrid systems in which both structural changes, small…

Probability · Mathematics 2020-08-18 Khwanchai Kunwai , Chao Zhu

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…

Probability · Mathematics 2020-06-22 J. -R. Chazottes , P. Collet , S. Martínez , S. Méléard

We analyze the long-term stability of a stochastic model designed to illustrate the adaptation of a population to variation in its environment. A piecewise-deterministic process modeling adaptation is coupled to a Feller logistic diffusion…

Probability · Mathematics 2021-09-14 Aurélien Velleret

We re-analyze the quasi-linear self consistent dynamics for the beam-plasma instability, by comparing the theory predictions to numerical simulations of the corresponding Hamiltonian system. While the diffusive features of the asymptotic…

Plasma Physics · Physics 2019-09-04 Giovanni Montani , Francesco Cianfrani , Nakia Carlevaro

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…

Probability · Mathematics 2017-02-12 Nicolas Champagnat , Denis Villemonais