Statistics of transitions for Markov chains with periodic forcing
From MaRDI portal
Publication:3453141
DOI10.1142/S0219493715500227zbMath1327.60147arXiv1303.6617MaRDI QIDQ3453141
Samuel Herrmann, Damien Landon
Publication date: 20 November 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.6617
functional central limit theoremFloquet multipliersMarkov chainslarge time asymptoticsstochastic resonanceperiodic forcingtransitions
Central limit and other weak theorems (60F05) Periodic solutions to ordinary differential equations (34C25) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items
Inference of time-varying networks through transfer entropy, the case of a Boolean network model ⋮ Exact statistics and thermodynamic uncertainty relations for a periodically driven electron pump
Cites Work
- A functional central limit theorem for weakly dependent sequences of random variables
- Counting labeled transitions in continuous-time Markov models of evolution
- Stochastic resonance in neuron models
- Statistics of entrance times
- The exit problem for diffusions with time-periodic drift and stochastic resonance
- Matrices
- Statistical Inference about Markov Chains
- Large deviations for Poisson systems of independent random walks
- Markov Chains and Stochastic Stability
- Ordinary Differential Equations with Applications
- Simple derivations of properties of counting processes associated with Markov renewal processes
- Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
- Stochastic resonance in two-state Markov chains