Marche aléatoire sur le semi-groupe des contractions de . Cas de la marche aléatoire sur avec choc élastique en zéro
Marche aléatoire sur le semi-groupe des contractions de . Cas de la marche aléatoire sur avec choc élastique en zéro
Marches récurrentes au sens de Harris sur les groupes localement compacts. I
Markov chain approximations to symmetric diffusions
Markov chain comparison.
Markov chain intersections and the loop-erased walk
Markov chains approximation of jump–diffusion stochastic master equations
Quantum trajectories are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called Belavkin equations or Stochastic Master equations, are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems...
Markov chains with quasi-Toeplitz transition matrix: Applications.
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
Mathematical model of mixing in Rumen
A mathematical model of mixing food in rumen is presented. The model is based on the idea of the Baker Transformation, but exhibits some different phenomena: the transformation does not mix points at all in some parts of the phase space (and under some conditions mixes them strongly in other parts), as observed in ruminant animals.
Maximum likelihood estimation for discrete-time processes with finite state space ; a linear case
Meeting time of independent random walks in random environment
We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let Tγ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of Tγ, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being...
Mélange : exemples, applications
Merging for time inhomogeneous finite Markov chains. I: Singular values and stability.
Metastability of the three dimensional Ising model on a torus at very low temperatures.
Mixing time for the Ising model : a uniform lower bound for all graphs
Consider Glauber dynamics for the Ising model on a graph of n vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least nlog n/f(Δ), where Δ is the maximum degree and f(Δ) = Θ(Δlog2Δ). Their result applies to more general spin systems, and in that generality, they showed that some dependence on Δ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any n-vertex graph is at least (1/4 + o(1))nlog n....
Mixing time of the Rudvalis shuffle.
Mixing times for Markov chains on wreath products and related homogeneous spaces.
Mixing times for random walks on finite lamplighter groups.
Moderate deviations for stable Markov chains and regression models.