Statistics of transitions for Markov chains with periodic forcing

DOI10.1142/S0219493715500227MaRDI QIDQ3453141zbMATH OpenFDO

Authors 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

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)

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.

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Cites work

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