相关论文: On quasi-stationary distributions for stochastic r…

We consider the discrete-time voter model on complete bipartite graphs and study the quasi-stationary distribution (QSD) for the model as the size of one of the partitions tends to infinity while the other partition remains fixed. We show…

This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

We consider quasi maximum likelihood (QML) estimation for general non-Gaussian discrete-ime linear state space models and equidistantly observed multivariate L\'evy-driven continuoustime autoregressive moving average (MCARMA) processes. In…

We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $\tau$, from quasistationarity to…

In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…

Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…

There is a vast amount of literature concerning the appropriateness of various perturbation parameters for the standard quasi-steady state approximation in the Michaelis-Menten reaction mechanism, and also concerning the relevance of these…

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

We present a perturbation theory for non-Markovian quantum state diffusion (QSD), the theory of diffusive quantum trajectories for open systems in a bosonic environment [Physical Review {\bf A 58}, 1699, (1998)]. We establish a systematic…

In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rate and then regenerated at a random location, distributed…

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

This paper aims at developing a quasi-Bayesian analysis of the nonparametric instrumental variables model, with a focus on the asymptotic properties of quasi-posterior distributions. In this paper, instead of assuming a distributional…

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form $X_t=\sigma_tZ_t$, where the unobservable volatility $\sigma_t$ is a parametric function of…

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

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…

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…

In this work we propose a new extension for the Maki-Thompson rumor model which incorporates inter-group directed contacts. The model is defined on an homogeneously mixing population where the existence of two differentiated groups of…

We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…

We study a stochastic spatial epidemic model where the $N$ individuals carry two features: a position and an infection state, interact and move in $\R^d$. In this Markovian model, the evolution of the infection states are described with the…

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…