Statistics of transitions for Markov chains with periodic forcing

DOI10.1142/S0219493715500227zbMATH Open1327.60147arXiv1303.6617MaRDI QIDQ3453141FDOQ3453141

Authors: Samuel Herrmann, Damien Landon 

Publication date: 20 November 2015

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: The 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 the first Floquet multiplier of the associated generating function can be explicitly computed and related to the equilibrium probability measure of an associated process in higher dimension. An application to the stochastic resonance is presented.

Full work available at URL: https://arxiv.org/abs/1303.6617

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zbMATH Keywords

functional central limit theoremMarkov chainsstochastic resonancelarge time asymptoticstransitionsperiodic forcingFloquet multipliers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Periodic solutions to ordinary differential equations (34C25) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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Cited In (9)

• Statistics of entrance times
• A simple discrete model of Brownian motors: time-periodic Markov chains
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• ON LOGARITHMIC ASYMPTOTICS OF STOCHASTIC RESONANCE FREQUENCIES
• Thermodynamics of a collisional quantum-dot machine: the role of stages
• Markov processes driven by quasi-periodic deterministic forces
• 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
• Title not available (Why is that?)

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