English
Related papers

Related papers: Quasi-stationary distributions and diffusion model…

200 papers

We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the…

Probability · Mathematics 2022-07-22 Kosuke Yamato

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 study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

Probability · Mathematics 2013-09-16 Camille Coron

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

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

Probability · Mathematics 2015-01-29 Denis Villemonais

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

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

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Probability · Mathematics 2014-12-25 Nicolas Champagnat , Denis Villemonais

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

Probability · Mathematics 2016-11-10 Nicolas Champagnat , Denis Villemonais

For a generalized scale function of standard processes, we characterize it as a unique solution to a Volterra type integral equation. This allows us to extend it to an entire function and to derive a useful identity that we call the…

Probability · Mathematics 2024-07-03 Kei Noba , Kosuke Yamato

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

Probability · Mathematics 2024-10-01 Roberto Fernandez , Francesco Manzo , Matteo Quattropani , Elisabetta Scoppola

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 consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…

Probability · Mathematics 2011-11-09 Pablo A. Ferrari , Nevena Maric

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 2011-06-01 A. D. Barbour , P. K. Pollett

This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007) 1285-1234], which found conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary…

Probability · Mathematics 2015-03-17 Martin Kolb , David Steinsaltz

Generative diffusion models are extensively used in unsupervised and self-supervised machine learning with the aim to generate new samples from a probability distribution estimated with a set of known samples. They have demonstrated…

Fluid Dynamics · Physics 2026-01-28 Wilfried Genuist , Éric Savin , Filippo Gatti , Didier Clouteau

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

Probability · Mathematics 2024-07-09 Emma Horton , Andreas E. Kyprianou , Pedro Martín-Chávez , Ellen Powell , Victor Rivero

Suppose that $X$ is a subcritical superprocess. Under some asymptotic conditions on the mean semigroup of $X$, we prove the Yaglom limit of $X$ exists and identify all quasi-stationary distributions of $X$.

Probability · Mathematics 2020-09-28 Rongli Liu , Yan-Xia Ren , Renming Song , Zhenyao Sun