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Paper detail

Statistics of transitions for Markov chains with periodic forcing

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.

preprint2013arXivOpen access
Samuel HerrmannDamien Landon
math.PR
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Samuel HerrmannDamien Landon

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