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In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…

最优化与控制 · 数学 2026-03-25 Kunal Garg

We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {\it metastable points} as a subset of the state space $\G_N$ such that (i) this set is reached from…

概率论 · 数学 2007-05-23 A. Bovier , M. Eckhoff , V. Gayrard , M. Klein

Motivated by the study of the metastable stochastic Ising model at subcritical temperature and in the limit of a vanishing magnetic field, we extend the notion of ($\kappa$, $\lambda$)-capacities between sets, as well as the associated…

概率论 · 数学 2020-05-13 Alexandre Gaudilliere , A. Bianchi , P Milanesi

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…

统计力学 · 物理学 2007-05-23 Hernan Larralde , Francois Leyvraz , David P. Sanders

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…

神经元与认知 · 定量生物学 2024-03-18 Christophe Pouzat , Morgan André

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

概率论 · 数学 2026-01-14 Nicolas Champagnat , Denis Villemonais

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…

概率论 · 数学 2020-01-08 André Schlichting , Martin Slowik

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…

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…

无序系统与神经网络 · 物理学 2009-10-31 A. Bovier , M. Eckhoff , V. Gayrard , M. Klein

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

概率论 · 数学 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…

概率论 · 数学 2024-06-21 Claudio Landim , Diego Marcondes , Insuk Seo

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

概率论 · 数学 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

最优化与控制 · 数学 2012-05-18 Serdar Yüksel , Sean P. Meyn

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

概率论 · 数学 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…

动力系统 · 数学 2017-02-20 Umesh Vaidya

We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…

概率论 · 数学 2014-06-11 R. Fernandez , F. Manzo , F. R. Nardi , E. Scoppola

We study a convergence criterion which generalises the notion of being monotonically decreasing, and introduce a quantitative version of this criterion, a so called metastable rate of asymptotic decreasingness. We then present a concrete…

泛函分析 · 数学 2020-04-27 Thomas Powell

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

概率论 · 数学 2023-05-12 Aurélien Velleret

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

概率论 · 数学 2014-12-23 Volker Betz , Stéphane Le Roux

We propose a definition o meta-stability and obtain sufficient conditions for a sequence of Markov processes on finite state spaces to be meta-stable. In the reversible case, these conditions reduce to estimates of the capacity and the…

概率论 · 数学 2008-02-18 J. Beltran , C. Landim
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