Ergodic properties of multidimensional Brownian motion with rebirth.
Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
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.