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Denis Villemonais

Publications and source records attributed to Denis Villemonais.

At least 19 recordsLinked to original sources

Convergence of weighted branching processes

We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and non-geometric rescaling. We demonstrate applications to Galton-Watson trees indexed by random weights and by random kernels, convergence in Wasserstein distance of the underlying mean semi-group, and convergence of ergodic averages along lineages.

math.PR

Averaging principle for jump processes depending on fast ergodic dynamics

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to an ergodic dynamic in a state space determined by the index process. We prove that, when the ergodic dynamics are accelerated, the slow index process converges to an autonomous pure jump process on the index set. We apply our results to prove the convergence of a typed branching process toward a continuous-time Galton-Watson process, and of an epidemic model with fast viral loads dynamics to a standard contact process.

math.PR

Quasi-compactness for dominated kernels with application to quasi-stationary distribution theory

We establish a domination principle for positive operators, which provides an upper bound on the essential spectral radius and yields quasi-compactness criteria on weighted supremum spaces with Lyapunov type functions and local domination. In particular, for kernels acting on such spaces, we obtain $r_{ess}(P)\leq r_{ess}(Q)$ whenever $0\leq P\leq Q$ as kernels, a property that is known to fail in general on $L^p$ spaces, $p<+\infty$. We then describe the asymptotics of iterates of positive quasi-compact kernels, showing convergence, after suitable renormalization, towards a finite decomposition over eigenelements, and we study the long-time behaviour of quasi-compact continuous-time semigroups. For the latter, we prove that measurability in time and quasi-compactness at a single positive time imply quasi-compactness at all times, exclude periodic behaviour, and entail convergence to eigenelements as time goes to infinity. Finally, we apply these results to absorbed Markov processes and quasi-stationary distributions. In this setting, the domination and Lyapunov criteria allow one to work in reducible situations and to relax classical regularity assumptions, for instance replacing strong Feller conditions by domination from a regular kernel or by locally uniformly integrable densities on suitable weighted supremum spaces.

math.PR

Quasi-stationary distribution for kinetic SDEs with low regularity coefficients

We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows us to prove, under a Lyapunov condition, the existence and uniqueness (in a suitable class of measures) of a quasi-stationary distribution in cylindrical domains of the phase space. We finally exhibit two settings in which the Lyapunov condition holds: general kinetic SDEs in domains which are bounded in position, and Langevin processes with a non-conservative force and a suitable growth condition on the force.

math.PR

Quasi-limiting behaviour of the sub-critical Multitype Bisexual Galton-Watson Branching Process

We investigate the quasi-limiting behaviour of bisexual subcritical Galton-Watson branching processes. While classical subcritical Galton-Watson processes have been extensively analyzed, bisexual Galton-Watson branching processes present unique difficulties because of the lack of the branching property. To prove the existence of and convergence to one or several quasi-stationary distributions, we leverage on recent developments linking bisexual Galton-Watson branching processes extinction to the eigenvalue of a concave operator.

math.PR

Degenerate processes killed at the boundary of a domain

We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that such a process possesses a (possibly non unique) quasi stationary distribution. Conditions ensuring uniqueness and exponential convergence are discussed. The results are applied to nonelliptic and hypoelliptic stochastic differential equations.

math.PR

Stochastic branching models for the telomeres dynamics in a model including telomerase activity

Telomeres are repetitive sequences of nucleotides at the end of chromosomes, whose evolution over time is intrinsically related to biological ageing. In most cells, with each cell division, telomeres shorten due to the so-called end replication problem, which can lead to replicative senescence and a variety of age-related diseases. On the other hand, in certain cells, the presence of the enzyme telomerase can lead to the lengthening of telomeres, which may delay or prevent the onset of such diseases but can also increase the risk of cancer. In this article, we propose a stochastic representation of this biological model, which takes into account multiple chromosomes per cell, the effect of telomerase, different cell types and the dependence of the distribution of telomere length on the dynamics of the process. We study theoretical properties of this model, including its long-term behaviour. In addition, we investigate numerically the impact of the model parameters on biologically relevant quantities, such as the Hayflick limit and the Malthusian parameter of the population of cells.

q-bio.CB

Binary branching processes with Moran type interactions

The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that may depend on the configuration of the whole system, the death of a particle may trigger the reproduction of another particle, while a branching event may trigger the death of an other one. We study the occupation measure of the new model, explicitly relating it to the Feynman-Kac semigroup of the underlying Markov evolution and quantifying the L2 distance between their normalisations. This model extends the fixed size Moran type interacting particle system discussed in [18, 19, 6, 7, 57] and we will indeed show that our model outperforms the latter when used to approximate a birth and death process. We discuss several other applications of our model including the neutron transport equation [36, 15] and population size dynamics.

math.PR

A branching model for intergenerational telomere length dynamics

We build and study an individual based model of the telomere length's evolution in a population across multiple generations. This model is a continuous time typed branching process, where the type of an individual includes its gamete mean telomere length and its age. We study its Malthusian's behaviour and provide numerical simulations to understand the influence of biologically relevant parameters.

q-bio.PE

Uniform Wasserstein convergence of penalized Markov processes

For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of application where our criterion can be checked, including Bernoulli convolutions and piecewise deterministic Markov processes of the form of switched dynamical systems, for which convergence in total variation is not possible.

math.PR

Quasi-limiting estimates for periodic absorbed Markov chains

We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential estimates for the periodic asymptotic behavior of the semigroup of the Markov chain. This implies in particular the exponential convergence in total variation of the conditional distribution of the Markov chain given non-absorption to a periodic sequence of limit measures and we characterize the cases where this sequence is constant, which corresponds to the cases where the conditional distributions converge to a quasi-stationary distribution. We also characterize the first two eignevalues of the semigroup and give a bound for the spectral gap between these eigenvalues and the next ones. Finally, we give ergodicity estimates in total variation for the Markov chain conditioned to never be absorbed, often called Q-process, and quasi-ergodicity estimates for the original Markov chain.

math.PR

General criteria for the study of quasi-stationarity

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of attraction by an integrability condition, prove the existence of a right eigenvector for the semigroup of the process and the existence and exponential ergodicity of the Q-process. These results are applied to one-dimensional and multi-dimensional diffusion processes, to pure jump continuous time processes, to reducible processes with several communication classes, to perturbed dynamical systems and discrete time processes evolving in discrete state spaces.

math.PR

The Multi-type Bisexual Galton-Watson Branching Process

In this work we study the bisexual Galton-Watson process with a finite number of types, where females and males mate according to a ''mating function'' and form couples of different types. We assume that this function is superadditive, which in simple words implies that two groups of females and males will form a larger number of couples together rather than separate. In the absence of a linear reproduction operator which is the key to understand the behaviour of the model in the asexual case, we build a concave reproduction operator and use a concave Perron-Frobenius theory to ensure the existence of eigenelements. Using this tool, we find a necessary and sufficient condition for almost sure extinction as well as a law of large numbers. Finally, we study the almost sure long-time convergence of the rescaled process through the identification of a supermartingale, and we give sufficient conditions to ensure a convergence in $L^1$ to a non-degenerate limit.

math.PR

General diffusion processes as the limit of time-space Markov chains

We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and skew behavior. We prove that the convergence occurs at any rate strictly inferior to $(1/4) \wedge (1/p)$ in terms of the maximum cell size of the grid, for any $p$-Wasserstein distance. We also show that it is possible to achieve any rate strictly inferior to $(1/2) \wedge (2/p)$ if the grid is adapted to the speed measure of the diffusion, which is optimal for $p\le 4 $. This result allows us to set up asymptotically optimal approximation schemes for general diffusion processes. Last, we experiment numerically on diffusions that exhibit various features.

math.PR

A quasi-stationary approach to the long-term asymptotics of the growth-fragmentation equation

In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic profile'. In this work we introduce a new method to prove this asymptotic behaviour for the growth-fragmentation equation, and show that the convergence to the asymptotic profile occurs at exponential rate. We do this by identifying an associated sub-Markov process and studying its quasi-stationary behaviour via a Lyapunov function condition. By doing so, we are able to simplify and generalise results in a number of common cases and offer a unified framework for their study. In the course of this work we are also able to prove the existence and uniqueness of solutions to the growth-fragmentation equation in a wide range of situations.

math.PR

Quasi-stationary distributions in reducible state spaces

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be decomposed into three subsets between which communication is only possible in a single direction. These assumptions allow us to characterize the exponential order of magnitude and the exact polynomial correction, called polynomial convergence parameter, for the leading order term of the semigroup for large time. They also provide explicit convergence speeds to this leading order term. We apply these results to general Markov chains with finitely or denumerably many communication classes using a specific induction over the communication classes of the chain. We are able to explicitely characterize the polynomial convergence parameter, to determine the complete set of quasistationary distributions and to provide explicit estimates for the speed of convergence to quasi-limiting distributions in the case of finitely many communication classes. We conclude with an application of these results to the case of denumerable state spaces, where we are able to prove that, in general, there is existence of a quasi-stationary distribution without assuming irreducibility before absorption. This actually holds true assuming only aperiodicity, the existence of a Lyapunov function and the existence of a point in the state space from which the return time is finite with positive probability.

math.PR

Fluctuations of balanced urns with infinitely many colours

In this paper, we prove convergence and fluctuation results for measure-valued Pólya processes (MVPPs, also known as Pólya urns with infinitely-many colours). Our convergence results hold almost surely and in $L^2$, under assumptions that are different from that of other convergence results in the literature. Our fluctuation results are the first second-order results in the literature on MVPPs; they generalise classical fluctuation results from the literature on finitely-many-colour Pólya urns. As in the finitely-many-colour case, the order and shape of the fluctuations depend on whether the "spectral gap is small or large". To prove these results, we show that MVPPs are stochastic approximations taking values in the set of measures on a measurable space $E$ (the colour space). We then use martingale methods and standard operator theory to prove convergence and fluctuation results for these stochastic approximations.

math.PR