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A superprocess limit for an interacting birth-death particle system modelling a population with trait and physical age-structures is established. Traits of newborn offspring are inherited from the parents except when mutations occur, while…

Probability · Mathematics 2011-11-29 Sylvie Méléard , Viet Chi Tran

We discuss the long term behaviour of trap models on the integers with asymptotically vanishing drift, providing scaling limit theorems and ageing results. Depending on the tail behaviour of the traps and the strength of the drift, we…

Probability · Mathematics 2010-03-09 Nina Gantert , Peter Moerters , Vitali Wachtel

We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of…

Probability · Mathematics 2017-05-17 Luiz Renato Fontes , Pierre Mathieu

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

Neurons and Cognition · Quantitative Biology 2024-03-18 Christophe Pouzat , Morgan André

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

In recent work, Baez, Fong and the author introduced a framework for describing Markov processes equipped with a detailed balanced equilibrium as open systems of a certain type. These `open Markov processes' serve as the building blocks for…

Biological Physics · Physics 2016-11-02 Blake S. Pollard

We investigate toy dynamical models of energy-level repulsion in quantum eigenvalue sequences. We focus on parametric (with respect to a running coupling or "complexity" parameter) stochastic processes that are capable of relaxing towards a…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…

Statistical Mechanics · Physics 2023-12-15 Fei Liu

For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…

Probability · Mathematics 2021-12-10 Dominika Jasinska , Yuri Kozitsky

We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…

Probability · Mathematics 2017-06-26 J. M. Casas , M. Ladra , U. A. Rozikov

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…

Statistical Mechanics · Physics 2016-08-31 Francois Leyvraz , Hernan Larralde , David P. Sanders

We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

Disordered Systems and Neural Networks · Physics 2025-01-30 Leonardo Ferreira , Fernando Metz , Paolo Barucca

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

Probability · Mathematics 2018-11-27 Aline Duarte , Eva Löcherbach , Guilherme Ost

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

Probability · Mathematics 2015-03-17 Zsolt Pajor-Gyulai , Domokos Szász

This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…

Probability · Mathematics 2022-06-28 Guodong Pang , Andrey Sarantsev , Yuri Suhov

A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…

Statistical Mechanics · Physics 2022-07-13 Théo Dessertaine , Claude Godrèche , Jean-Philippe Bouchaud

We consider an open quantum system, with dissipation applied only to a part of its degrees of freedom, evolving via a quantum Markov dynamics. We demonstrate that, in the Zeno regime of large dissipation, the relaxation of the quantum…

Quantum Physics · Physics 2020-09-09 Vladislav Popkov , Simon Essink , Corinna Kollath , Carlo Presilla

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng

In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…

Methodology · Statistics 2022-01-26 Roufeh Asghari , Amin Hassan Zadeh