相关论文: Ergodic properties of subcritical multitype Galton…

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…

We examine the population growth system called Q-processes. This is defined by the Galton-Watson Branching system conditioned on non-extinction of its trajectory in the remote future. In this paper we observe the total progeny up to time…

We define a new class of Gaussian processes on compact metric graphs such as street or river networks. The proposed models, the Whittle--Mat\'ern fields, are defined via a fractional stochastic differential equation on the compact metric…

Let $A$ be a primitive matrix and let $\lambda$ be its Perron-Frobenius eigenvalue. We give formulas expressing the associated normalized Perron-Frobenius eigenvector as a simple functional of a multitype Galton-Watson process whose mean…

We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

We show that, in conserved-mass transport processes, the steady-state distribution of mass in a subsystem is uniquely determined from the functional dependence of variance of the subsystem mass on its mean, provided that joint mass…

We study large communication networks of the mean-field type. The input flows to the nodes of the network are supposed to be stationary and with low rate. We show that such a network is ergodic, i.e. it goes to the stationary state, which…

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…

This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…

For a class of processes modeling the evolution of a spatially structured population with migration and a logistic local regulation of the reproduction dynamics, we show convergence to an upper invariant measure from a suitable class of…

We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the…

We consider a class of observation-driven Poisson count processes where the current value of the accompanying intensity process depends on previous values of both processes. We show under a contractive condition that the bivariate process…

We investigate a parametric extension of the classical s-dimensional Halton sequence, where the bases are special Pisot numbers. In a one- dimensional setting the properties of such sequences have already been in- vestigated by several…

In this paper, conditions for transience, recurrence, ergodicity and strong, subexponential (polynomial) and exponential ergodicity of a class of Feller processes are derived. The conditions are given in terms of the coefficients of the…

This paper deals with branching processes in varying environment, namely, whose offspring distributions depend on the generations. We provide sufficient conditions for survival or extinction which rely only on the first and second moments…