相关论文: Eyring-Kramers type formulas for some piecewise de…

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…

A model glass is considered with one type of fast ($\beta$-type) of processes, and one type of slow processes ($\alpha$-type). On time-scales where the fast ones are in equilibrium, the slow ones have a dynamics that resembles the one of…

The time-convolutionless mode-coupling (TMCT) equation for the intermediate scattering function $f_{\alpha}(q,t)$ derived recently by the present author is transformed into a simple nonlinear recursion formula for a generating function…

We present and discuss a general density-matrix description of energy-dissipation and decoherence phenomena in open quantum systems, able to overcome the intrinsic limitations of the conventional Markov approximation. In particular, the…

We aim at studying approximate null-controllability properties of a particular class of piecewise linear Markov processes (Markovian switch systems). The criteria are given in terms of algebraic invariance and are easily computable. We…

Piecewise deterministic Markov processes (PDMPs) are a type of continuous-time Markov process that combine deterministic flows with jumps. Recently, PDMPs have garnered attention within the Monte Carlo community as a potential alternative…

We show fundamental properties of the Markov semigroup of recently proposed MCMC algorithms based on Piecewise-deterministic Markov processes (PDMPs) such as the Bouncy Particle Sampler, the Zig-Zag process or the Randomized Hamiltonian…

We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained…

Interacting quantum systems illustrate complex phenomena including phase transitions to novel ordered phases. The universal nature of critical phenomena reduces their description to determining only the transition temperature and the…

We investigate the properties of the Ising-Glauber model on a periodic cubic lattice of linear dimension L after a quench to zero temperature. The resulting evolution is extremely slow, with long periods of wandering on constant energy…

We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…

We consider a one-dimensional piecewise deterministic Markov process (PDMP) on $[0,1]$ with resetting at $0$ and depending on a small parameter $\varepsilon>0$. In the singular vanishing limit $\varepsilon \to 0$ we prove that the ``…

The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…

An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time point is given by a nonobservable Markov chain. In this paper we consider the asymptotic properties of the maximum…

Thermal states are thermal with respect to a fixed Hamiltonian. How much information about this Hamiltonian can we ``bootstrap'' from the subsystems of a thermal state? We attack the problem by positioning it as a subspecies of the quantum…