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Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

Statistics Theory · Mathematics 2026-03-19 Cecilie Olesen Recke , Niels Richard Hansen

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We study a spatial birth-and-death process on the phase space of locally finite configurations $\Gamma^+ \times \Gamma^-$ over $\mathbb{R}^d$. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck…

Mathematical Physics · Physics 2022-03-17 Martin Friesen , Yuri Kondratiev

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

Probability · Mathematics 2023-02-20 Natalia Cardona-Tobón , Juan Carlos Pardo

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…

Probability · Mathematics 2019-11-18 Amarjit Budhiraja , Nicolas Fraiman , Adam Waterbury

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

The aim of this paper is to study the stochastic SIR equation with general incidence functional responses and in which both natural death rates and the incidence rate are perturbed by white noises. We derive a sufficient and almost…

Dynamical Systems · Mathematics 2021-07-26 N. H. Du , N. N. Nhu

This paper adds to the discussion about theoretical aspects of particle swarm stability by proposing to employ stochastic Lyapunov functions and to determine the convergence set by quantifier elimination. We present a computational…

Neural and Evolutionary Computing · Computer Science 2020-02-06 Maximilian Gerwien , Rick Voßwinkel , Hendrik Richter

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

We study species abundance in the empirical plant-pollinator mutualistic networks exhibiting broad degree distributions, with uniform intra-group competition assumed, by the Lotka-Volterra equation. The stability of a fixed point is found…

Populations and Evolution · Quantitative Biology 2022-01-25 Hyun Woo Lee , Jae Woo Lee , Deok-Sun Lee

This article is concerned with a mutualism ecological model with stochastic perturbations. the local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is…

Analysis of PDEs · Mathematics 2014-06-02 Mei Li , Hongjun Gao , Chenfeng Sun , Yuezheng Gong

We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…

Statistics Theory · Mathematics 2024-09-24 Shubhada Agrawal , Prashanth L. A. , Siva Theja Maguluri

A class of chemical reaction networks is described with the property that each positive equilibrium is locally asymptotically stable relative to its stoichiometry class, an invariant subspace on which it lies. The reaction systems treated…

Dynamical Systems · Mathematics 2013-04-11 Pete Donnell , Murad Banaji

We investigate the global dynamics of a general Kermack-McKendrick-type epidemic model formulated in terms of a system of renewal equations. Specifically, we consider a renewal model for which both the force of infection and the infected…

Populations and Evolution · Quantitative Biology 2018-10-04 Michael T. Meehan , Daniel G. Cocks , Johannes Müller , Emma S. McBryde

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

The ability of random environmental variation to stabilize competitor coexistence was pointed out long ago and, in recent years, has received considerable attention. Analyses have focused on variations in the log-abundances of species, with…

Populations and Evolution · Quantitative Biology 2020-04-14 Antony Dean , Nadav M. Shnerb

In this paper, we present a stochastic SVEIS epidemic model perturbed by a Black-Karasinski process. Using a Lyapunov functional approach, we derive a sufficient condition, Rs0>1 for the existence of a stationary distribution, which…

Probability · Mathematics 2025-11-06 Lahcen Khammich , Driss Kiouach

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang
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