Based on Hillert's 3D grain growth rate equation, the grain growth continuity equation was solved. The results show that there are an infinite number of 3D quasi-stationary grain size distributions. This conclusio...Based on Hillert's 3D grain growth rate equation, the grain growth continuity equation was solved. The results show that there are an infinite number of 3D quasi-stationary grain size distributions. This conclusion has gained strong supports from results of different computer simulations reported in the literature.展开更多
We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and ＋∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quas...We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and ＋∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasistationary distribution, and we also show that this distribution attracts all initial distributions.展开更多
In this paper, we analyze the quasi-stationary distribution of the stochastic <em>SVIR</em> (Susceptible, Vaccinated, Infected, Recovered) model for the measles. The quasi-stationary distributions, as disc...In this paper, we analyze the quasi-stationary distribution of the stochastic <em>SVIR</em> (Susceptible, Vaccinated, Infected, Recovered) model for the measles. The quasi-stationary distributions, as discussed by Danoch and Seneta, have been used in biology to describe the steady state behaviour of population models which exhibit discernible stationarity before to become extinct. The stochastic <em>SVIR</em> model is a stochastic <em>SIR</em> (Susceptible, Infected, Recovered) model with vaccination and recruitment where the disease-free equilibrium is reached, regardless of the magnitude of the basic reproduction number. But the mean time until the absorption (the disease-free) can be very long. If we assume the effective reproduction number <em>R</em><em><sub>p</sub></em> < 1 or <img src="Edit_67da0b97-83f9-42ef-8a00-a13da2d59963.bmp" alt="" />, the quasi-stationary distribution can be closely approximated by geometric distribution. <em>β</em> and <em>δ</em> stands respectively, for the disease transmission coefficient and the natural rate.展开更多
For the birth–death Q-matrix with regular boundary,its minimal process and its maximal process are closely related.In this paper,we obtain the uniform decay rate and the quasi-stationary distribution for the minimal ...For the birth–death Q-matrix with regular boundary,its minimal process and its maximal process are closely related.In this paper,we obtain the uniform decay rate and the quasi-stationary distribution for the minimal process.And via the construction theory,we mainly derive the eigentime identity and the distribution of the fastest strong stationary time(FSST)for the maximal process.展开更多
This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class...This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class of quasi-stationary sequence under weak dependence conditions of D （uk, un） and αtm,ln = 0 （（log log n）-（1＋ε））.展开更多
We outline an approach to investigate the limiting law of an absorbing Markov chain conditional on having not been absorbed for long time. The main idea is to employ Donsker-Varadhan＇s entropy functional which is typ...We outline an approach to investigate the limiting law of an absorbing Markov chain conditional on having not been absorbed for long time. The main idea is to employ Donsker-Varadhan＇s entropy functional which is typically used as the large deviation rate function for Markov processes. This approach provides an interpretation for a certain quasi-ergodicity展开更多
The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001...The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001）. It is described that the law of this process conditioned on first hitting 0 is just the probability measure induced by a （4 - δ）- dimensional radial Ornstein-Uhlenbeck process with parameter -λ. Moreover, it is shown that the law of the conditioned process associated with the left eigenfunction of the process conditioned on first hitting 0 is induced by a one-parameter diffusion.展开更多
In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expans...In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expansion for the transition density, we prove the existence and uniqueness of both quasi-stationary distribution (qsd) and mean ratio quasi-stationary distribution (mrqsd). The later is shown to be closely related to laws of large numbers (LLN) and to quasi-ergodicity. We further show that the mrqsd is the unique stationary distribution of a certain limiting ergodic diffusion process of the BM conditioned on not having been killed. We also show that a phase transition occurs from mrqsd to qsd. On the other hand, we study the large deviation behavior related to the above problems. A key observation is that the mrqsd is the unique minimum of certain large deviation rate function. We further prove that the limiting diffusion process also satisfies a large deviation principle with the rate function attaining its unique minimum at the mrqsd. These give interpretations of the mrqsd from different points of view, and establish some intrinsic connections among the above topics. Some general results concerning Yaglom limit, moment convergence and LLN are also obtained.展开更多
基金the National Natural Science Foundation of China (Grant No. 50171008).
文摘Based on Hillert's 3D grain growth rate equation, the grain growth continuity equation was solved. The results show that there are an infinite number of 3D quasi-stationary grain size distributions. This conclusion has gained strong supports from results of different computer simulations reported in the literature.
基金The first author would 5ke to thank Prof. Server Martfnez for his kind hospitality during a visit to the CMM of Universidad de Chile, where part of this work was done. The authors also sincerely thank the referees for helpful comments. This work was supported by the National Natural Science Foundation of China （Grant No. 11371301） and Hunan Provincial Innovation Foundation For Postgraduate （Grant No. CX2015B203）.
文摘We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and ＋∞ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasistationary distribution, and we also show that this distribution attracts all initial distributions.
文摘In this paper, we analyze the quasi-stationary distribution of the stochastic <em>SVIR</em> (Susceptible, Vaccinated, Infected, Recovered) model for the measles. The quasi-stationary distributions, as discussed by Danoch and Seneta, have been used in biology to describe the steady state behaviour of population models which exhibit discernible stationarity before to become extinct. The stochastic <em>SVIR</em> model is a stochastic <em>SIR</em> (Susceptible, Infected, Recovered) model with vaccination and recruitment where the disease-free equilibrium is reached, regardless of the magnitude of the basic reproduction number. But the mean time until the absorption (the disease-free) can be very long. If we assume the effective reproduction number <em>R</em><em><sub>p</sub></em> < 1 or <img src="Edit_67da0b97-83f9-42ef-8a00-a13da2d59963.bmp" alt="" />, the quasi-stationary distribution can be closely approximated by geometric distribution. <em>β</em> and <em>δ</em> stands respectively, for the disease transmission coefficient and the natural rate.
基金Supported by the National Natural Science Foundation of China(Grant Nos.11501531,11701265,11771047)。
文摘For the birth–death Q-matrix with regular boundary,its minimal process and its maximal process are closely related.In this paper,we obtain the uniform decay rate and the quasi-stationary distribution for the minimal process.And via the construction theory,we mainly derive the eigentime identity and the distribution of the fastest strong stationary time(FSST)for the maximal process.
基金Project supported by the National Natural Science Foundation of China(11171275)the Natural Science Foundation Project of CQ(cstc2012jjA00029)Liaocheng University Foundation(X09005)
文摘This paper investigates the problem of almost sure limit theorem for the maximum of quasi-stationary sequence based on the result of Turkman and Walker. We prove an almost sure limit theorem for the maximum of a class of quasi-stationary sequence under weak dependence conditions of D （uk, un） and αtm,ln = 0 （（log log n）-（1＋ε））.
基金Acknowledgements This work was supported by the Specialized Research Fund for the Doctoral Program of Higher Education （20120002110045） and the National Natural Science Foundation of China （Grant No. 11271220）. The author was grateful to the referees for the careful reading of the first version of the paper.
文摘We outline an approach to investigate the limiting law of an absorbing Markov chain conditional on having not been absorbed for long time. The main idea is to employ Donsker-Varadhan＇s entropy functional which is typically used as the large deviation rate function for Markov processes. This approach provides an interpretation for a certain quasi-ergodicity
文摘The purpose of this article is to obtain the quasi-stationary distributions of the δ（δ 〈 2）-dimensional radial Ornstein-Uhlenbeck process with parameter -λ by using the methods of Martinez and San Martin （2001）. It is described that the law of this process conditioned on first hitting 0 is just the probability measure induced by a （4 - δ）- dimensional radial Ornstein-Uhlenbeck process with parameter -λ. Moreover, it is shown that the law of the conditioned process associated with the left eigenfunction of the process conditioned on first hitting 0 is induced by a one-parameter diffusion.
基金supported by National Natural Science Foundation of China(Grant No. 10971253)
文摘In this paper, we prove some limit theorems for killed Brownian motion during its life time. The emphases are on quasi-stationarity and quasi-ergodicity and related problems. On one hand, using an eigenfunction expansion for the transition density, we prove the existence and uniqueness of both quasi-stationary distribution (qsd) and mean ratio quasi-stationary distribution (mrqsd). The later is shown to be closely related to laws of large numbers (LLN) and to quasi-ergodicity. We further show that the mrqsd is the unique stationary distribution of a certain limiting ergodic diffusion process of the BM conditioned on not having been killed. We also show that a phase transition occurs from mrqsd to qsd. On the other hand, we study the large deviation behavior related to the above problems. A key observation is that the mrqsd is the unique minimum of certain large deviation rate function. We further prove that the limiting diffusion process also satisfies a large deviation principle with the rate function attaining its unique minimum at the mrqsd. These give interpretations of the mrqsd from different points of view, and establish some intrinsic connections among the above topics. Some general results concerning Yaglom limit, moment convergence and LLN are also obtained.
