A picture of the ODE's flow in the torus: From everywhere or almost-everywhere asymptotics to homogenization of transport equations

Autor: Loïc Hervé, Marc Briane

Publikováno v: Journal of Differential Equations. 304:165-190

In this paper, we study various aspects of the ODE's flow $X$ solution to the equation $\partial_t X(t,x)=b(X(t,x))$, $X(0,x)=x$ in the $d$-dimensional torus $Y_d$, where $b$ is a regular $Z^d$-periodic vector field from $R^d$ in $R^d$. We present an

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::00ce9fc18c39505818d89abb6e4bebc7
https://doi.org/10.1016/j.jde.2021.09.035

Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence

Autor: Françoise Pène, Loïc Hervé, Sana Louhichi

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, 2019, 23, pp.584-606. ⟨10.1051/ps/2019001⟩
ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.584-606. ⟨10.1051/ps/2019001⟩

We study the exponential growth of branching processes with ancestral dependence. We suppose here that the lifetimes of the cells are dependent random variables, that the numbers of new cells are random and dependent. Lifetimes and new cells’s numb

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47314c036363abc30d84d06c3c2fb28a
https://doi.org/10.1051/ps/2019001

State-discretization of V -geometrically ergodic Markov chains and convergence to the stationary distribution

Autor: Loïc Hervé, James Ledoux

Publikováno v: Methodology and Computing in Applied Probability
Methodology and Computing in Applied Probability, 2020, 22 (3), pp.905-925
Methodology and Computing in Applied Probability, Springer Verlag, 2020, 22 (3), pp.905-925
HAL

International audience; Let $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a measurable space $\mathbb{X}$ with invariant probability distribution $\pi$. In this paper, we propose a discretization scheme providing a computab

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2aa2aa09024d984e650550878b2d673f
https://hal.science/hal-02306687/document

V-geometrical ergodicity of Markov kernels via finite-rank approximations

Autor: James Ledoux, Loïc Hervé

Publikováno v: Electronic Communications in Probability
Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25 (23), pp.1-12. ⟨10.1214/20-ECP303⟩
Electronic Communications in Probability, 2020, 25 (23), pp.1-12. ⟨10.1214/20-ECP303⟩
Electron. Commun. Probab.

International audience; Under the standard drift/minorization and strong aperiodicity assumptions, this paper provides an original and quite direct approach of the V-geometrical ergodicity of a general Markov kernel P , which is by now a classical fr

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb8729f470101792a31cd136a7cd2964
https://hal.archives-ouvertes.fr/hal-02504691

A computable bound of the essential spectral radius of finite range Metropolis–Hastings kernels

Autor: Loïc Hervé, James Ledoux

Publikováno v: Statistics and Probability Letters
Statistics and Probability Letters, 2016, 117, pp.72-79. ⟨10.1016/j.spl.2016.05.007⟩
Statistics and Probability Letters, Elsevier, 2016, 117, pp.72-79. ⟨10.1016/j.spl.2016.05.007⟩

Let $\pi$ be a positive continuous target density on $\mathbb{R}$. Let $P$ be the Metropolis-Hastings operator on the Lebesgue space $\mathbb{L}^2(\pi)$ corresponding to a proposal Markov kernel $Q$ on $\mathbb{R}$. When using the quasi-compactness m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34e9b4af50f9e6344bb0b3c34289e598
https://hal.science/hal-01356804/document