La chaîne de Feller et les chaînes associées
La loi des grande nombres pour les marches aléatoires sur le dual de SU(2)
Large and moderate deviations for the local time of a recurrent Markov chain on
Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite Markov...
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes.
Limit theorems for discrete-time metapopulation models.
Limit theorems for Parrondo's paradox.
Limiting behavior for the distance of a random walk.
Lois de Zipf et sources markoviennes
Loop-erased random walks, spanning trees and Hamiltonian cycles.
Loop-free Markov chains as determinantal point processes
We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.