Quasi-stationary distributions and population processes

S Méléard, D Villemonais - 2012 - projecteuclid.org
This survey concerns the study of quasi-stationary distributions with a specific focus on
models derived from ecology and population dynamics. We are concerned with the long …

A mathematical formalization of the parallel replica dynamics

C Le Bris, T Lelievre, M Luskin, D Perez - 2012 - degruyter.com
We propose a mathematical analysis of a well-known numerical approach used in molecular
dynamics to efficiently sample a coarse-grained description of the original trajectory (in …

The parallel replica dynamics method–Coming of age

D Perez, BP Uberuaga, AF Voter - Computational Materials Science, 2015 - Elsevier
Molecular dynamics (MD)–the numerical integration of atomistic equations of motion–is a
workhorse of computational materials science. Indeed, MD can in principle be used to obtain …

Jump Markov models and transition state theory: the quasi-stationary distribution approach

G Di Gesù, T Lelièvre, D Le Peutrec, B Nectoux - Faraday discussions, 2016 - pubs.rsc.org
We are interested in the connection between a metastable continuous state space Markov
process (satisfying eg the Langevin or overdamped Langevin equation) and a jump Markov …

Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems

A Guillin, B Nectoux, L Wu - Journal of the European …, 2024 - content.ems.press
We establish a general result on the existence and uniqueness of a quasi-stationary
distribution D of a strongly Feller Markov process. Xt; t 0/killed when it exits a domain D …

[图书][B] Stochastic Processes: From Applications to Theory

P Del Moral, S Penev - 2017 - taylorfrancis.com
Unlike traditional books presenting stochastic processes in an academic way, this book
includes concrete applications that students will find interesting such as gambling, finance …

[PDF][PDF] Quasi-stationary distributions: a bibliography

PK Pollett - Disponiblea http://www. maths. uq. edu. au/∼ …, 2008 - people.smp.uq.edu.au
Quasi-stationary distributions have been used to model the long-term behaviour of
stochastic systems which in some sense terminate, but appear to be stationary over any …

Stochastic approximation of quasi-stationary distributions on compact spaces and applications

M Benaim, B Cloez, F Panloup - The Annals of Applied Probability, 2018 - JSTOR
As a continuation of a recent paper, dealing with finite Markov chains, this paper proposes
and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution …

General approximation method for the distribution of Markov processes conditioned not to be killed

D Villemonais - ESAIM: Probability and Statistics, 2014 - cambridge.org
We consider a strong Markov process with killing and prove an approximation method for
the distribution of the process conditioned not to be killed when it is observed. The method is …

[图书][B] Quasi-stationary phenomena in nonlinearly perturbed stochastic systems

M Gyllenberg, DS Silvestrov - 2008 - degruyter.com
Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …