Výsledky vyhledávání - "Florian Bouguet"

A Probabilistic Look at Conservative Growth-Fragmentation Equations

Autor: Florian Bouguet

Publikováno v: Séminaire de Probabilités XLIX ISBN: 9783319924199

In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates. We prove

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https://doi.org/10.1007/978-3-319-92420-5_2

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Fluctuations of the Empirical Measure of Freezing Markov Chains

Autor: Bertrand Cloez, Florian Bouguet

Publikováno v: Electronic Journal of Probability
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2018, 23, pp.1-32. ⟨10.1214/17-EJP130⟩
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2018, 23, ⟨10.1214/17-EJP130⟩
Electronic Journal of Probability (23), 1-32. (2018)
Electron. J. Probab.
Electronic Journal of Probability, 2018, 23, pp.1-32. ⟨10.1214/17-EJP130⟩

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We are inter

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Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories

Autor: Michel Benaïm, Bertrand Cloez, Florian Bouguet

Publikováno v: Annals of Applied Probability
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2017, 27 (5), pp.3004-3049. ⟨10.1214/17-AAP1275⟩
Ann. Appl. Probab. 27, no. 5 (2017), 3004-3049
Annals of Applied Probability, 2017, 27 (5), pp.3004-3049. ⟨10.1214/17-AAP1275⟩

International audience; In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f0c018e3eb483c727a503ffe4851958
https://hal.archives-ouvertes.fr/hal-01401981/file/BBC17.pdf

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Long time behavior of Markov processes and beyond

Autor: Fabien Panloup, Florian Bouguet, Julien Reygner, Christophe Poquet, Florent Malrieu

Publikováno v: ESAIM: Proceedings
ESAIM: Proceedings, EDP Sciences, 2015, Modélisation Aléatoire et Statistique-Journées MAS 2014, 51, pp.193-211. 〈10.1051/proc/201551011 〉
ESAIM: Proceedings, 2015, Modélisation Aléatoire et Statistique-Journées MAS 2014, 51, pp.193-211. ⟨10.1051/proc/201551011⟩
ESAIM: Proceedings, EDP Sciences, 2015, Modélisation Aléatoire et Statistique-Journées MAS 2014, 51, pp.193-211. ⟨10.1051/proc/201551011⟩
ESAIM: Proceedings and Surveys, Vol 51, Pp 193-211 (2015)

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as propagation of c

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http://arxiv.org/abs/1507.05801

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Quantitative speeds of convergence for exposure to food contaminants

Autor: Florian Bouguet

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.482-501. 〈10.1051/ps/2015002〉
ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.482-501. ⟨10.1051/ps/2015002⟩
ESAIM: Probability and Statistics, 2015, 19, pp.482-501. ⟨10.1051/ps/2015002⟩

In this paper we consider a class of piecewise-deterministic Markov processes (PDMPs) modeling the quantity of a given food contaminant in the body. On the one hand, the amount of contaminant increases with random food intakes and, on the other hand,

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Level Crossings and Absorption of an Insurance Model

Autor: Alexandre Genadot, Romain Azaïs

International audience; This chapter discusses a particular piecewise‐deterministic Markov process (PDMP) to catastrophic events occurring at random times and with random intensities. It considers the insurance model by Kovacevic and Pflug describi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::406b550a5ead24648882c28d39dfe52c
https://hal.archives-ouvertes.fr/hal-01862266

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Rupture Detection in Fatigue Crack Propagation

Autor: Anne Gégout-Petit, Romain Azaïs, Florine Greciet

Publikováno v: Statistical Inference for Piecewise-deterministic Markov Processes
Romain Azaïs; Florian Bouguet. Statistical Inference for Piecewise-deterministic Markov Processes, Wiley, pp.173-207, 2018, 978-1-786-30302-8. ⟨10.1002/9781119507338.ch6⟩
Romain Azais; Florian Bouguet. Statistical Inference for Piecewise-deterministic Markov Processes, Wiley, pp.173-207, 2018, 978-1-786-30302-8. ⟨10.1002/9781119507338.ch6⟩

International audience; This chapter focuses on piecewise‐deterministic models for fatigue crack propagation (FCP) with a particular focus on estimation issues. In this setting, the process is usually observed on a temporal discrete grid and throug

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https://doi.org/10.1002/9781119507338.ch6

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Regularity of the Invariant Measure and Non-parametric Estimation of the Jump Rate

Autor: Nathalie Krell, Eva Löcherbach, Pierre Hodara

Publikováno v: Statistical Inference for Piecewise-deterministic Markov Processes
Statistical inference for piecewise-deterministic Markov processes
Romain Azais; Florian Bouguet. Statistical inference for piecewise-deterministic Markov processes, Wiley, Chapitre 2-p. 39-64, 2018, 978-1-786-30302-8

International audience

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9025d05442c2c576608d485212638709
https://doi.org/10.1002/9781119507338.ch2

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