Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Denis Villemonais"'
Autor:
Denis, Villemonais
In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of $\R^d$, $d\geq 1$. We give a sufficient criterion for the family of empirical distributions of such systems
Externí odkaz:
http://arxiv.org/abs/1203.4825
Publikováno v:
Journal of Theoretical Probability
Journal of Theoretical Probability, 2022, ⟨10.1007/s10959-022-01216-7⟩
Journal of Theoretical Probability, 2022, ⟨10.1007/s10959-022-01216-7⟩
International audience; In this article, we describe a simple class of models of absorbed diffusion processes with parameter, whose conditional law exhibits a transcritical bifurcation. Our proofs are based on the description of the set of quasi-stat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16f3bd3c6b52251c9e35a77d53fa51e6
https://doi.org/10.1007/s10959-022-01216-7
https://doi.org/10.1007/s10959-022-01216-7
Publikováno v:
Stochastic Analysis and Applications
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2021, 36 (6), pp.981-998. ⟨10.1080/07362994.2020.1861952⟩
Stochastic Analysis and Applications, 2021, 36 (6), pp.981-998. ⟨10.1080/07362994.2020.1861952⟩
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2021, 36 (6), pp.981-998. ⟨10.1080/07362994.2020.1861952⟩
Stochastic Analysis and Applications, 2021, 36 (6), pp.981-998. ⟨10.1080/07362994.2020.1861952⟩
International audience; We present a new probabilistic analysis of distributed systems. Our approach relies on the theory of quasi-stationary distributions (QSD) and the results recently developed by the first and third authors. We give properties on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1c4d09bf61cc42a1c93952916027bbb
https://doi.org/10.1080/07362994.2020.1861952
https://doi.org/10.1080/07362994.2020.1861952
Publikováno v:
Cox, A, Horton, E, Kyprianou, A & Villemonais, D 2021, ' Stochastic Methods for Neutron Transport Equation III: Generational many-to-one and k_eff ', SIAM Journal on Applied Mathematics, vol. 81, no. 3, pp. 982-1001 . https://doi.org/10.1137/19M1295854
SIAM Journal on Applied Mathematics
SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics
SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
International audience; The Neutron Transport Equation (NTE) describes the flux of neutrons over time through an inhomogeneous fissile medium. In the recent articles [5, 10], a probabilistic solution of the NTE is considered in order to demonstrate a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e00d81aa9c60f48d6d4783b4d0a7ed51
https://purehost.bath.ac.uk/ws/files/217702332/1909.00581.pdf
https://purehost.bath.ac.uk/ws/files/217702332/1909.00581.pdf
Autor:
Nicolas Champagnat, Denis Villemonais
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, 2021, 135, pp.51-74. ⟨10.1016/j.spa.2020.12.005⟩
Stochastic Processes and their Applications, Elsevier, 2021, 135, pp.51-74. ⟨10.1016/j.spa.2020.12.005⟩
Stochastic Processes and their Applications, 2021, 135, pp.51-74. ⟨10.1016/j.spa.2020.12.005⟩
Stochastic Processes and their Applications, Elsevier, 2021, 135, pp.51-74. ⟨10.1016/j.spa.2020.12.005⟩
International audience; We study the quasi-stationary behavior of multidimensional processes absorbed when one of the coordinates vanishes. Our results cover competitive or weakly cooperative Lotka-Volterra birth and death processes and Feller diffus
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b64d685115cd717851c8964bfe11b7df
https://inria.hal.science/hal-01503697v2/document
https://inria.hal.science/hal-01503697v2/document
Autor:
Denis Villemonais, Nicolas Champagnat
Publikováno v:
ALEA : Latin American Journal of Probability and Mathematical Statistics
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2021, 18, pp.1-15. ⟨10.30757/ALEA.v18-01⟩
ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2021, 18, pp.1-15
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2021, 18, pp.1-15. ⟨10.30757/ALEA.v18-01⟩
ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2021, 18, pp.1-15
International audience; We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional bi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::553b33797d8a7ee0fcc1bde53794de5a
https://hal.science/hal-01895618/document
https://hal.science/hal-01895618/document
Publikováno v:
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2021, 57 (2), pp.726-739. ⟨10.1214/20-AIHP1093⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2021, 57 (2), pp.726-739. ⟨10.1214/20-AIHP1093⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2021, 57 (2), pp.726-739. ⟨10.1214/20-AIHP1093⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2021, 57 (2), pp.726-739. ⟨10.1214/20-AIHP1093⟩
International audience; We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23e3973683af55782b270827a330f765
https://hal.archives-ouvertes.fr/hal-02101739
https://hal.archives-ouvertes.fr/hal-02101739
Autor:
Cécile Mailler, Denis Villemonais
Publikováno v:
Annals of Applied Probability
Annals of Applied Probability, 2020, 30 (5), ⟨10.1214/20-AAP1561⟩
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (5), ⟨10.1214/20-AAP1561⟩
Mailler, C & Villemonais, D 2020, ' Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes ', Annals of Applied Probability, vol. 30, no. 5, pp. 2393-2438 . https://doi.org/10.1214/20-AAP1561
Ann. Appl. Probab. 30, no. 5 (2020), 2393-2438
Annals of Applied Probability, 2020, 30 (5), ⟨10.1214/20-AAP1561⟩
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (5), ⟨10.1214/20-AAP1561⟩
Mailler, C & Villemonais, D 2020, ' Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes ', Annals of Applied Probability, vol. 30, no. 5, pp. 2393-2438 . https://doi.org/10.1214/20-AAP1561
Ann. Appl. Probab. 30, no. 5 (2020), 2393-2438
International audience; Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this result to measure-valued P\'olya processes (M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc870851bdcae0bf33c3a4c31e1851bd
https://hal.science/hal-01895621
https://hal.science/hal-01895621
Autor:
Denis Villemonais, Nicolas Champagnat
Publikováno v:
Electron. Commun. Probab.
The proof of the second convergence of Theorem 2.1 provided in the original paper relies on properties of the so called Q-process, which is not, in general, defined on the whole state space. Hence the inequality is only proved for some restricted set
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::420daf44e951cb2c5c9c87ff8f4910d1
https://projecteuclid.org/euclid.ecp/1586916022
https://projecteuclid.org/euclid.ecp/1586916022
Autor:
Nicolas Champagnat, Denis Villemonais
Publikováno v:
Electronic Communications in Probability
Electronic Communications in Probability, 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩
Electron. Commun. Probab.
Electronic Communications in Probability, 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩
Electron. Commun. Probab.
International audience; The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of normalized unbounded semigroups.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::399b99ff2304317f905c8f39cac4d751
http://arxiv.org/abs/1904.08619
http://arxiv.org/abs/1904.08619