Ergodicity of PCA: equivalence between spatial and temporal mixing conditions.
Erneuerungsprozesse.
Erneuerungssätze für Prozesse mit stationären unabhängigen Zuwächsen.
Errata: A Matrix with an application to the motion of an absorbing Markov chain. I.
Errata de l'article A. Rouault
Errata : «Projection d'une diffusion sur sa filtration lente»
Erratum / Correction to : “Minimization of the Kullback information of diffusion processes”
Erratum: Heat diffusion on homogeneous trees. Note on a paper by G. Medolla and A. G. Setti: Long time heat diffusion on homogeneous trees
Erratum Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
Erratum to : “Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs”
Erratum to “The supremum of brownian local times on Hölder curves”
Error bounds for arbitrary approximations of “nearly reversible” Markov chains and a communications example
Escaping the Brownian stalkers.
Espérances et majorations pour un processus de branchement spatial markovien
Estimate of spectral gap for continuous gas
Estimates for perturbations of discounted Markov chains on general spaces
We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Estimates for perturbations of general discounted Markov control chains
We extend previous results of the same authors ([11]) on the effects of perturbation in the transition probability of a Markov cost chain for discounted Markov control processes. Supposing valid, for each stationary policy, conditions of Lyapunov and Harris type, we get upper bounds for the index of perturbations, defined as the difference of the total expected discounted costs for the original Markov control process and the perturbed one. We present examples that satisfy our conditions.
Estimates for the derivative of diffusion semigroups.
Estimates for the distribution of the first exit time of α-stable processes
The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.
Estimates for the expectation of the maximum of a critical Galton-Watson process on a finite interval.