Stationary distribution
Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
... 1.3. Organization. This paper is organised as follows. In the next section we present the general framework and the main theoretical result Theorem 2.2 for the quasi- stationary distribution. To prove the ...
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Exponential convergence to quasi-stationary distribution for multi-dimensional diffusion processes
... Estimates of the form (2.1) are also known for quite general one-dimen- sional diffusions (see for instance [20], where the link with quasi-stationary distribution is studied). Two-sided estimates are also ...
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Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
... t→+∞ P µ (X t ∈ A | t < τ ∂ ) = α(A), (1.1) where, in addition, the convergence is exponential and uniform with respect to µ and A. In particular, α is the unique quasi-stationary distribution. This ...
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Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
... where λ 1 − N −1 N kκk ∞ is positive since N > λ 1 −kκk λ 1 ∞ by assumption. For any constant k > 0, the set of N -tuples x ∈ E N such that f (x) ≤ k is a small set for the Fleming-Viot process, because the level ...
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Minimal quasi-stationary distribution approximation for a birth and death process
... coefficients, so that the value of ξ 1 cannot be easily obtained by numerical computation. Theorem 2.1 is quite remarkable since it describes completely the possible outcomes of the existence and uniqueness problem for ...
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Exact aggregation of absorbing Markov processes using quasi-stationary distribution
... Quasi-stationary distribution The stationary distribution associated with the irreducible case is a central notion for weak lumpability ...this distribution is trivial and without ...
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Exponential convergence to quasi-stationary distribution and Q-process
... quasi- stationary distributions and Q-processes, since we actually prove that, for general Markov processes, the uniform exponential convergence to a quasi- stationary distribution implies the ...
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Exponential stability of the stationary distribution of a mean field of spiking neural network
... Résumé : Dans ce travail, nous étudions la stabilité exponentielle de la distribution stationnaire d’une équation de McKean-Vlasov, de type hyperbolique non linéaire qui a été récemment introduite dans [ 8 , 18 ...
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Computing stationary distribution locally
... Without formally using the full transition matrix of the designed Markov chain, Monte Carlo sampling techniques can be used to estimate this distribution by sampling ran[r] ...
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Matrix-geometric stationary distribution for the PH/PH/1R queue
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ...
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Parametric continuity of stationary distributions
... is stationary given θ. In fact, providing that at least one stationary distribution exists for each θ, it is clear that the set of stationary distributions and the set of maximizers of µ 7→ F ...
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Characterising the nonequilibrium stationary states of Ornstein-Uhlenbeck processes Nonequilibrium stationary states of Ornstein-Uhlenbeck processes
... nonequilibrium stationary state (section 4.5). We then turn to more detailed investigations of the model, both in the small-V regime (section 4.6) and in the totally asymmetric case V = 1 (section 4.7). Our ...
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Zeros of smooth stationary Gaussian processes
... 1.6 Related works The study of the zeros of a Gaussian process goes back to Kac [23], who obtained a formula for the mean number of roots of some Gaussian polynomials in an interval. This was generalized to other ...
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Compact Representations of Stationary Dynamic Textures
... This work has been supported by the European Research Council (ERC project SIGMA-Vision) and the French National Research Agency (project NatImages). the texture content of videos is required to lead better under- ...
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Domain Optimization Problem for Stationary Heat Equation
... Unité de recherche INRIA Lorraine, Technopôle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LÈS NANCY Unité de recherche INRIA Rennes, Irisa, [r] ...
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Time-frequency and time-scale analysis of deformed stationary processes, with application to non-stationary sound modeling
... reference stationary signals are modeled as (deterministic) sine waves or sums of sine waves (as is the case in modulation theory), and the object of interest takes the form of instantaneous frequency ou group ...
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Separation for the stationary Prandtl equation
... a stationary solution of (2.3). This stationary solution corresponds to a solution of (P) which is independent of x and scaling invariant, namely (x, y) 7→ y 2 ...
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Linear diffusion with stationary switching regime
... Parmi eux, les modèles auto-régressifs à régime markovien (swit
hing Markov AR model) sont les plus populaires.. Leur utilisation en.[r] ...
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Chaotic Bohmian trajectories for stationary states
... considered stationary states for a single particle in a 3-d harmonic potential and two and three entangled particles in a 2-d harmonic potential and 2-d box for which there is chaotic Bohmian ...are ...
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Phenomenological model for predicting stationary and non-stationary spectra of wave turbulence in vibrating plates
... the stationary energy spe
trum obtained for ea
h of the four damping ases retrieved from [15℄, with an amount of damping oe
ient ξ multiplied by 5 between the smallest and largest ...the stationary spe
tra ...
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