Quasi-Stationary Distributions of Non-Absorbing Markov Chains

IF 1.3 3区 物理与天体物理 Q3 PHYSICS, MATHEMATICAL
Roberto Fernandez, Francesco Manzo, Matteo Quattropani, Elisabetta Scoppola
{"title":"Quasi-Stationary Distributions of Non-Absorbing Markov Chains","authors":"Roberto Fernandez,&nbsp;Francesco Manzo,&nbsp;Matteo Quattropani,&nbsp;Elisabetta Scoppola","doi":"10.1007/s10955-025-03427-8","DOIUrl":null,"url":null,"abstract":"<div><p>We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the absorbing set is replaced by an optimal strong stationary time, representing the “hitting time of the stationary distribution”. On the one hand, we show that our notion of quasi-stationary distribution corresponds to the natural generalization of the <i>Yaglom limit</i>. On the other hand, similarly to the classical quasi-stationary distribution, we show that it can be written in terms of the eigenvectors of the underlying Markov kernel, and it is therefore amenable of a geometric interpretation. Moreover, we recover the usual exponential behavior that characterizes quasi-stationary distributions and metastable systems. We also provide some toy examples, which show that the phenomenology is richer compared to the absorbing case. Finally, we present some counterexamples, showing that the assumption on the reversibility cannot be weakened in general.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 3","pages":""},"PeriodicalIF":1.3000,"publicationDate":"2025-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10955-025-03427-8.pdf","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Physics","FirstCategoryId":"101","ListUrlMain":"https://link.springer.com/article/10.1007/s10955-025-03427-8","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
引用次数: 0

Abstract

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the absorbing set is replaced by an optimal strong stationary time, representing the “hitting time of the stationary distribution”. On the one hand, we show that our notion of quasi-stationary distribution corresponds to the natural generalization of the Yaglom limit. On the other hand, similarly to the classical quasi-stationary distribution, we show that it can be written in terms of the eigenvectors of the underlying Markov kernel, and it is therefore amenable of a geometric interpretation. Moreover, we recover the usual exponential behavior that characterizes quasi-stationary distributions and metastable systems. We also provide some toy examples, which show that the phenomenology is richer compared to the absorbing case. Finally, we present some counterexamples, showing that the assumption on the reversibility cannot be weakened in general.

求助全文
约1分钟内获得全文 求助全文
来源期刊
Journal of Statistical Physics
Journal of Statistical Physics 物理-物理:数学物理
CiteScore
3.10
自引率
12.50%
发文量
152
审稿时长
3-6 weeks
期刊介绍: The Journal of Statistical Physics publishes original and invited review papers in all areas of statistical physics as well as in related fields concerned with collective phenomena in physical systems.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信