Construction of markovian coalescents
Displaying 121 – 140 of 166
Constructions of a Brownian path with a given minimum.
Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
Continuity of local times for Markov processes
R. K. Getoor, H. Kesten (1972)
Compositio Mathematica
Continuity of solutions of Riccati equations for the discrete-time JLQP
Adam Czornik, Andrzej Świerniak (2002)
International Journal of Applied Mathematics and Computer Science
The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
Continuity of the percolation threshold in randomly grown graphs.
Turova, Tatyana S. (2007)
Electronic Journal of Probability [electronic only]
Continuous Convolution Semigroups Integrating a Submultiplicative Function.
Eberhard Siebert (1982)
Manuscripta mathematica
Continuous differentiability of renormalized intersection local times in R1
Jay S. Rosen (2010)
Annales de l'I.H.P. Probabilités et statistiques
We study γk(x2, …, xk; t), the k-fold renormalized self-intersection local time for brownian motion in R1. Our main result says that γk(x2, …, xk; t) is continuously differentiable in the spatial variables, with probability 1.
Continuous-time multitype branching processes conditioned on very late extinction
Sophie Pénisson (2011)
ESAIM: Probability and Statistics
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Continuous-time multitype branching processes conditioned on very late extinction***
Sophie Pénisson (2012)
ESAIM: Probability and Statistics
Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.
Contribution pour servir à l'étude du choix que fit A. A. Markov d'un domaine d'application de sa théorie des chaînes
M. Petruszewycz (1979)
Mathématiques et Sciences Humaines
Control of jump processes and applications
Jean-Michel Bismut (1978)
Bulletin de la Société Mathématique de France
Contrôle des chaînes de Markov sur des espaces arbitraires
J.-P. Georgin (1978)
Annales de l'I.H.P. Probabilités et statistiques
Controlled diffusion processes.
Borkar, Vivek S. (2005)
Probability Surveys [electronic only]
Convergence issues in the theory and practice of iterative aggregation/disaggregation methods.
Marek, Ivo, Mayer, Petr, Pultarová, Ivana (2009)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Convergence of a “Gibbs-Boltzmann” random measure for a typed branching diffusion
Simon C. Harris (2000)
Séminaire de probabilités de Strasbourg
Convergence of coalescing nonsimple random walks to the Brownian web.
Newman, Charles M., Ravishankar, Krishnamurthi, Sun, Rongfeng (2005)
Electronic Journal of Probability [electronic only]
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
Jean-Pierre Conze, Albert Raugi (2003)
ESAIM: Probability and Statistics
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet” condition and apply it to a class of transition operators. This gives the convergence of the series , , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
Jean-Pierre Conze, Albert Raugi (2010)
ESAIM: Probability and Statistics
We present a spectral theory for a class of operators satisfying a weak “Doeblin–Fortet" condition and apply it to a class of transition operators. This gives the convergence of the series ∑k≥0krPkƒ, , under some regularity assumptions and implies the central limit theorem with a rate in for the corresponding Markov chain. An application to a non uniformly hyperbolic transformation on the interval is also given.
Convergence of iterates of Lasota-Mackey-Tyrcha operators
Wojciech Bartoszek (1996)
Annales Polonici Mathematici
We provide sufficient and necessary conditions for asymptotic periodicity of iterates of strong Feller stochastic operators.
Convergence of local type Dirichlet forms to a non-local type one
Y. Ogura, M. Tomisaki, M. Tsuchiya (2002)
Annales de l'I.H.P. Probabilités et statistiques