Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes.
Kontoyiannis, Ioannis, Meyn, S.P. (2005)
Electronic Journal of Probability [electronic only]
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Kontoyiannis, Ioannis, Meyn, S.P. (2005)
Electronic Journal of Probability [electronic only]
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Jamal Najim (2005)
ESAIM: Probability and Statistics
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A Large Deviation Principle (LDP) is proved for the family where the deterministic probability measure converges weakly to a probability measure and are -valued independent random variables whose distribution depends on and satisfies the following exponential moments condition: In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...
Gulinsky, O.V., Liptser, R.S., Lototsky, S.V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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Berzin, Corinne, León, José Rafael (2005)
Electronic Journal of Probability [electronic only]
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Cocozza-Thivent, Christiane, Eymard, Robert, Mercier, Sophie, Roussignol, Michel (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Lambert, Amaury (2001)
Electronic Journal of Probability [electronic only]
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Karol Baron, Andrzej Lasota (1993)
Annales Polonici Mathematici
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New sufficient conditions for asymptotic stability of Markov operators are given. These criteria are applied to a class of Volterra type integral operators with advanced argument.
Christiane Cocozza-Thivent, Robert Eymard (2004)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
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In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of the marginal distributions of a semi-Markov process. These measures are shown to satisfy classical transport equations, the approximation of which can be done thanks to a finite volume method. Within a uniqueness result for the continuous solution, the convergence of the numerical scheme is then proven in the weak...
Mueller, Carl, Tribe, Roger (2004)
Electronic Journal of Probability [electronic only]
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Faure, Mathieu (2002)
Electronic Journal of Probability [electronic only]
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Richard F. Bass (1990)
Séminaire de probabilités de Strasbourg
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