Related papers: Variational Perturbation Theory for Markov Process…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
A new type of perturbative expansion is built in order to give a rigorous derivation and to clarify the range of validity of some commonly used model equations. This model describes the evolution of the modulation of two short and localized…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
In this paper, we are interested in a generalised Vlasov equation, which describes the evolution of the probability density of a particle evolving according to a generalised Vlasov dynamic. The achievement of the paper is twofold. Firstly,…
We make progress towards an analytical understanding of the regime of validity of perturbation theory for large scale structures and the nature of some non-perturbative corrections. We restrict ourselves to 1D gravitational collapse, for…
We consider the evolution of a tight binding wave packet propagating in a fluctuating periodic potential. If the fluctuations stem from a stationary Markov process satisfying certain technical criteria, we show that the square amplitude of…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
Standard derivations of ``time-independent perturbation theory'' of quantum mechanics cannot be applied to the general case where potentials are energy dependent or where the inverse free Green function is a non-linear function of energy.…
Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…
We investigate the convergence properties of a perturbation method proposed some time ago and reveal some of it most interesting features. Anharmonic oscillators in the strong--coupling limit prove to be appropriate illustrative examples…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…