相关论文: About quasi-renewal processes and quasi-regenerati…

We show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it…

Some partial orderings which compare probability distributions with the expo- nential distribution, are found to be very useful to understand the phenomenon of ageing. Here, we introduce some new generalized partial orderings which de-…

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

We study the semiclassical behaviour of eigenfunctions of quantum systems with ergodic classical limit. By the quantum ergodicity theorem almost all of these eigenfunctions become equidistributed in a weak sense. We give a simple derivation…

The purpose of this article is to discuss the circle method and its quantitative role in understanding pointwise almost everywhere convergence phenomena for polynomial ergodic averaging operators. Specifically, we will use the circle method…

Autoregressive processes are intensively studied in statistics and other fields of applied stochastics. For many applications the overshoot and the threshold-time are of special interest. When the upward innovations are in the class of…

We consider quantum decay and photofragmentation processes in open chaotic systems in the semiclassical limit. We devise a semiclassical approach which allows us to consistently calculate quantum corrections to the classical decay to high…

We develop a quasi-likelihood analysis procedure for a general class of multivariate marked point processes. As a by-product of the general method, we establish under stability and ergodicity conditions the local asymptotic normality of the…

In this short note we discuss the time-reversal of a quasiprobability distribution of work.

We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process $X$ relative to a bounded domain. The two problems are in some sense dual,…

We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is…

The purpose of this article is to give a short introduction to the concept of quasi-unitary equivalence of quadratic forms and its consequences. In particular, we improve an estimate concerning the transitivity of quasi-unitary equivalence…

Adiabatic (or reversible) processes are the key concept unifying our understanding of thermodynamics and dynamical systems. Reversibility in the thermodynamic sense is understood as entropy-preserving processes, such as in the idealized…

We study totally ergodic quantum dynamical systems with quasi--discrete spectrum. We investigate the classification problem for such systems in terms of algebraic invariants. The results are noncommutative analogs of (a part of) the theory…

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…

Predicting quasicrystal structures is a multifaceted problem that can involve predicting a previously unknown phase, predicting the structure of an experimentally observed phase, or predicting the thermodynamic stability of a given…

After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because…

The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

An estimation of the logarithmic timescale in quantum systems having an ergodic dynamics in the semiclassical limit of quasiclassical large parameters, is presented. The estimation is based on the existence of finite generators for ergodic…