Central limit theorem for a class of linear systems.
Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Central limit theorem for hitting times of functionals of Markov jump processes
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.
Changing the branching mechanism of a continuous state branching process using immigration
We consider an initial population whose size evolves according to a continuous state branching process. Then we add to this process an immigration (with the same branching mechanism as the initial population), in such a way that the immigration rate is proportional to the whole population size. We prove this continuous state branching process with immigration proportional to its own size is itself a continuous state branching process. By considering the immigration as the apparition of a new type,...
Characterization of the marginal distributions of Markov processes used in dynamic reliability.
Charakterisierung stetiger Faltungshalbgruppen durch das Lévy-Maß.
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chirurgie sur un processus de Markov, d'après Knight et Pittenger
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration.
Coalescent processes in subdivided populations subject to recurrent mass extinctions.
Coalescents with simultaneous multiple collisions.
Computing the expectation of the Azéma-Yor stopping times
Concentration inequalities for Markov processes via coupling.
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
Stochastic partial differential equations (SPDEs) whose solutions are probability-measure-valued processes are considered. Measure-valued processes of this type arise naturally as de Finetti measures of infinite exchangeable systems of particles and as the solutions for filtering problems. In particular, we consider a model of asset price determination by an infinite collection of competing traders. Each trader’s valuations of the assets are given by the solution of a stochastic differential equation,...
Conditional laws of excursions for a Markov process with random times of birth and death. (Lois conditionnelles des excursions d'un processus de Markov à naissance et mort aléatoires.)
Construction de processus de Markov sur
Construction of markovian coalescents
Continuity of local times for Markov processes