Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
نویسندگان
چکیده
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order obtain the explicit extinction rate of metastable quasi-stationary terms their empirical time-averaged density and flows over a time-window $T$. standard spectral problem for slowest relaxation mode can be recovered from full optimization all these observables equivalence understood via Doob generator process conditioned survive up time deviation properties any time-additive observable trajectory before derived decomposition flows. This general formalism is described continuous-time chains, applications population birth-death model stable or switching environment, diffusion dimension $d$.
منابع مشابه
Metastable behavior in Markov processes with internal states.
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is bistable is considered. A general analytical approximation is derived for the stationary probability density and the mean switching time between metastable st...
متن کاملTransient Analysis of Large Markov Models with Absorbing States using Regenerative Randomization
In this paper, we develop a new method, called regenerative randomization, for the transient analysis of continuous time Markov models with absorbing states. The method has the same good properties as standard randomization: numerical stability, well-controlled computation error, and ability to specify the computation error in advance. The method has a benign behavior for large t and is signifi...
متن کاملqfd planning with cost consideration in fuzzy environment
در عصر حاضر که رقابت بین سازمان ها بسیار گسترش یافته است، مطالعه و طرحریزی سیستم های تولیدی و خدماتی به منظور بهینه سازی عملکرد آنها اجتناب ناپذیر می باشد. بخش عمده ای از رقابت پذیری سازمان ها نتیجه رضایتمندی مشتریان آنها است. میزان موفقیت سازمان های امروزی به تلاش آنها در جهت شناسایی خواسته ها و نیازهای مشتریان و ارضای این نیازها بستگی دارد. از طرفی کوتاه کردن زمان ارائه محصول/خدمات به مشتریان...
15 صفحه اولOn Large Deviations of Markov Processes 1 with Discontinuous
This paper establishes a process-level large deviations principle for Markov processes in the Euclidean space with a discontinuity in the transition mechanism along a hyper-plane. The transition mechanism of the process is assumed to be continuous on one closed halfspace, and also continuous on the complementary open halfspace. Similar results were recently obtained for discrete time processes ...
متن کاملEnhancement of stability in randomly switching potential with metastable state
The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer time than in the absence of white noise. The mean first passage time (MFPT) has a maximum at a finite value of white noise intensity. The analytical expression ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Mechanics: Theory and Experiment
سال: 2022
ISSN: ['1742-5468']
DOI: https://doi.org/10.1088/1742-5468/ac4519