Výsledky vyhledávání - "uniform exponential mixing"

Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes

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⟩

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

Zobrazit plný text záznamu

Akademický článek

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.

Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions

Autor: Denis Villemonais, Nicolas Champagnat, Koléhé Abdoulaye Coulibaly-Pasquier

Publikováno v: Séminaire de Probabilités XLIX
Séminaire de Probabilités XLIX, 2215, Springer, pp. 165-182, 2018, Lecture Notes in Mathematics, ⟨10.1007/978-3-319-92420-5_5⟩
Séminaire de Probabilités XLIX ISBN: 9783319924199

International audience; We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::437e2adcc2913b5bbe7c8a3918c2a7c9
https://hal.science/hal-01293622v2/document

Zobrazit plný text záznamu

Uniform convergence of conditional distributions for absorbed one-dimensional diffusions

Autor: Denis Villemonais, Nicolas Champagnat

Publikováno v: Advances in Applied Probability
Advances in Applied Probability, Applied Probability Trust, 2018, 50 (1), pp.178-203. ⟨10.1017/apr.2018.9⟩
Advances in Applied Probability, 2018, 50 (1), pp.178-203. ⟨10.1017/apr.2018.9⟩

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with res

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b6524c2b787336c8758e0aaec105372
https://hal.inria.fr/hal-01166960/document

Zobrazit plný text záznamu

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

Zobrazit plný text záznamu

Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing

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, Instituto Nacional de Matemática Pura e Aplicada, 2017, 14, pp.177-199. ⟨10.30757/ALEA.v14-11⟩
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2017, 14, pp.177-199. ⟨10.30757/ALEA.v14-11⟩

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total variation, uniform

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d33d120095aea7048678d5face8d9ca
http://arxiv.org/abs/1510.05794

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání