Uniform convergence of penalized time-inhomogeneous Markov processes

Autor: Nicolas Champagnat, Denis Villemonais

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩
ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩

We provide a general criterion ensuring the exponential contraction of Feynman–Kac semi-groups of penalized processes. This criterion applies to time-inhomogeneous Markov processes with absorption and killing through penalization. We also give the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::74032546ff50da59f4cb30df8b39c5e4
https://inria.hal.science/hal-01290222/document

Transient Response of Homogenous and Nonhomogenous Bernoulli Production Lines.

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Publikováno v: Mathematics (2227-7390). Dec2023, Vol. 11 Issue 24, p4945. 23p.

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On the stability of measure valued processes with applications to filtering

Autor: Del Moral, Pierre, Guionnet, Alice

Publikováno v: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (now called Comptes Rendus Mathematique); 1999, Vol. 329 Issue: 5 p429-434, 6p

Ergodic Behavior for Nonnegative Kernels

Autor: Madsen, Richard W., Conn, Patricia S.

Publikováno v: The Annals of Probability, 1973 Dec 01. 1(6), 995-1013.

Externí odkaz: https://www.jstor.org/stable/2959085