In this paper the authors analyze the long time behavior of certain Markov chains, namely jump processes of second order jump range, as the system size is growing. The motivation has its origin in statistical mechanics, where the time evolution of the magnetization in a Glauber dynamic of a mean field type spin system is considered. As a standard example might serve the Curie-Weiss model. The process considered can also be regarded as the space and time discrete analog of a one-dimensional randomly perturbed dynamical system. In leading order as the system size grows the authors derive in terms of the rate function of the reversible distribution transition probabilities and transition times describing metastability in this model. These quan...
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtl...
This paper considers the size of the large fluctuations of a stochastic differential equation with M...
We consider a Markov jump process on a general state space to which we apply a time-dependent weak p...
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of d...
International audienceWe provide quantitative bounds for the long time behavior of a class of Piecew...
We study the long time behaviour of large systems of ordinary differential equations with random dat...
This master thesis is concerned with Large Deviation Theory in combination with Lagrangian and Hamil...
We consider an infinite system of particles characterized by their position and mass, in which coale...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
An analytical expression is derived for the transition path time distribution for a one-dimensional ...
This note provides several recent progresses in the study of long time behavior of Markov ...
We study two examples of infinite dimensional stochastic processes. Situations and techniques involv...
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the o...
Abstract. This paper considers the size of the large fluctuations of a sto-chastic differential equa...
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtl...
This paper considers the size of the large fluctuations of a stochastic differential equation with M...
We consider a Markov jump process on a general state space to which we apply a time-dependent weak p...
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of d...
International audienceWe provide quantitative bounds for the long time behavior of a class of Piecew...
We study the long time behaviour of large systems of ordinary differential equations with random dat...
This master thesis is concerned with Large Deviation Theory in combination with Lagrangian and Hamil...
We consider an infinite system of particles characterized by their position and mass, in which coale...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
An analytical expression is derived for the transition path time distribution for a one-dimensional ...
This note provides several recent progresses in the study of long time behavior of Markov ...
We study two examples of infinite dimensional stochastic processes. Situations and techniques involv...
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the o...
Abstract. This paper considers the size of the large fluctuations of a sto-chastic differential equa...
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtl...
This paper considers the size of the large fluctuations of a stochastic differential equation with M...
We consider a Markov jump process on a general state space to which we apply a time-dependent weak p...