Add to ORKG27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In particular a functional Central Limit Theorem can be proven for the number of transitions between two states chosen in the whole finite state space of the Markov chain. An application to the stochastic resonance is presented
Summary. We consider a random dynamical system describing the diusion of a small-noise Brownian part...
We consider the behavior of a stochastic system composed of several identically distributed, but non...
International audienceThis note provides several recent progresses in the study of long time behavio...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
We consider an irreducible continuous-time Markov chain on a finite state space and with time period...
International audiencePhysical notions of stochastic resonance for potential diffusions in periodica...
The statistics of transitions between the metastable states of a periodically driven bistable Browni...
We present a mathematically rigorous expression for the residence-time distribution of a periodicall...
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov proc...
AbstractWe consider a periodic absorbing Markov chain for which each time absorption occurs there is...
We consider the M/G/1 and GI/M/1 types of Markov chains for which their one step transitions depend ...
Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function o...
Abstract Consider a dynamical system describing the motion of a particle in a double well potential ...
18 pages, 4 figuresWe study the fluctuations of systems modeled by Markov jump processes with period...
The statistical properties of the transitions of a discrete Markov process are investigated in terms...
Summary. We consider a random dynamical system describing the diusion of a small-noise Brownian part...
We consider the behavior of a stochastic system composed of several identically distributed, but non...
International audienceThis note provides several recent progresses in the study of long time behavio...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
We consider an irreducible continuous-time Markov chain on a finite state space and with time period...
International audiencePhysical notions of stochastic resonance for potential diffusions in periodica...
The statistics of transitions between the metastable states of a periodically driven bistable Browni...
We present a mathematically rigorous expression for the residence-time distribution of a periodicall...
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov proc...
AbstractWe consider a periodic absorbing Markov chain for which each time absorption occurs there is...
We consider the M/G/1 and GI/M/1 types of Markov chains for which their one step transitions depend ...
Asymptotic fluctuation theorems are statements of a Gallavotti-Cohen symmetry in the rate function o...
Abstract Consider a dynamical system describing the motion of a particle in a double well potential ...
18 pages, 4 figuresWe study the fluctuations of systems modeled by Markov jump processes with period...
The statistical properties of the transitions of a discrete Markov process are investigated in terms...
Summary. We consider a random dynamical system describing the diusion of a small-noise Brownian part...
We consider the behavior of a stochastic system composed of several identically distributed, but non...
International audienceThis note provides several recent progresses in the study of long time behavio...