Cadenas de Markov en poblaciones aleatorias y probabilidades en cadena generalizadas.
Calcul de Malliavin et probabilité invariante d'une chaîne de Markov
Calculating the variance in Markov-processes with random reward.
In this article we present a generalization of Markov Decision Processes with discreet time where the immediate rewards in every period are not deterministic but random, with the two first moments of the distribution given.Formulas are developed to calculate the expected value and the variance of the reward of the process, formulas which generalize and partially correct other results. We make some observations about the distribution of rewards for processes with limited or unlimited horizon and...
Central limit theorem for the excited random walk in dimension .
Central limit theorems for the products of random matrices sampled by a random walk.
Chaîne de Markov μ-continue à l'infini
Chuaqui's Definition Of Probability In Some Stochastic Processes.
Classification des automorphismes ergodiques et finitaires
Coefficients of ergodicity generated by non-symmetrical vector norms
Collisions of random walks
A recurrent graph has the infinite collision property if two independent random walks on , started at the same point, collide infinitely often a.s. We give a simple criterion in terms of Green functions for a graph to have this property, and use it to prove that a critical Galton–Watson tree with finite variance conditioned to survive, the incipient infinite cluster in with and the uniform spanning tree in all have the infinite collision property. For power-law combs and spherically symmetric...
Combining -dependence with markovness
Commande optimale hiérarchisée d'une population de chaînes de Markov
Comportement asymptotique d’une classe de chaînes de Markov sur
Compositions of random functions on a finite set.
Computing the Bounds on the Loss Rates
Computing the reliability of systems with statistical dependent elements.
Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games
In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov's regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the...
Conditioning properties of the stationary distribution for a Markov chain.
Convergence issues in the theory and practice of iterative aggregation/disaggregation methods.
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet” condition and apply it to a class of transition operators. This gives the convergence of the series , , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.