Related papers: Quasi-stationary simulation: the subcritical conta…
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…
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…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
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 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…
We develop a quasi-chemical theory for the study of packing thermodynamics in dense liquids. The situation of hard-core interactions is addressed by considering the binding of solvent molecules to a precisely defined `cavity' in order to…
This work is concerned with the analysis of a stochastic approximation algorithm for the simulation of quasi-stationary distributions on finite state spaces. This is a generalization of a method introduced by Aldous, Flannery and Palacios.…
Quasi-static models of robotic motion with frictional contact provide a computationally efficient framework for analysis and have been widely used for planning and control of non-prehensile manipulation. In this work, we present a novel…
A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…
From molecular, cellular, to ecological systems, the modeling of biological processes often stands on the assumption that fast components immediately reach the equilibrium at each moment (quasi-steady state) and only slow components govern…
"Quasi-stationary" states are approximately time-independent out of equilibrium states which have been observed in a variety of systems of particles interacting by long-range interactions. We investigate here the conditions of their…
Many driven systems alternate between bursts of activity and quiescence and can become trapped in an absorbing state, such as complete inactivity in reaction-diffusion processes or extinction in predator-prey dynamics. It is generally…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…
We investigate the steady-state phases of the one-dimensional quantum contact process model. We present the Liouvillian gap in the thermodynamic limit and uncover the metastability of the system. Exploiting the mean-field approximations…
For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…
We study a non-equilibrium dynamical model: a marked continuous contact model in $d$-dimensional space, $d \ge 1$. In contrast with the continuous contact model in a critical regime, see \cite{KKP}, \cite{KPZ}, the model under consideration…
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…
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…
This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…
A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…