[图书][B] Random iterative models

M Duflo - 2013 - books.google.com
Be they random or non-random, iterative methods have progressively gained sway with the
development of computer science and automatic control theory. Thus, being easy to …

The Nagaev-Guivarc'h method via the Keller-Liverani theorem

L Hervé, F Pène - Bulletin de la société mathématique de France, 2010 - numdam.org
The Nagaev-Guivarc'h method, via the perturbation operator theorem of Keller and Liverani,
has been exploited in recent papers to establish limit theorems for unbounded functionals of …

Central limit theorems for iterated random Lipschitz mappings

H Hennion, L Hervé - 2004 - projecteuclid.org
Let M be a noncompact metric space in which every closed ball is compact, and let G be a
semigroup of Lipschitz mappings of M. Denote by (Y n) n≥ 1 a sequence of independent G …

A uniform Berry–Esseen theorem on -estimators for geometrically ergodic Markov chains

L Hervé, J Ledoux, V Patilea - Bernoulli, 2012 - projecteuclid.org
Let {$ X_n $} $ _ {n≥ 0} $ be a $ V $-geometrically ergodic Markov chain. Given some real-
valued functional $ F $, define $ M_n (α):= n^{− 1}∑ _ {k= 1}^ nF (α, X_ {k− 1}, X_k), α\in …

[PDF][PDF] Théorème local pour chaînes de Markov de probabilité de transition quasi-compacte. Applications aux chaînes -géométriquement ergodiques et aux modèles …

L Hervé - Annales de l'IHP Probabilités et statistiques, 2005 - numdam.org
Théorème local pour chaînes de Markov de probabilité de transition quasi-compacte.
Applications aux chaînes V-géométrique Page 1 Ann. IH Poincaré – PR 41 (2005) 179–196 …

Robustness of iterated function systems of Lipschitz maps

L Hervé, J Ledoux - Journal of Applied Probability, 2023 - cambridge.org
Let. Specifically, we propose a pattern of assumptions for studying such robustness
properties for an IFS. This pattern is implemented for the autoregressive processes with …

Probabilistic limit theorems via the operator perturbation method, under optimal moment assumptions

F Pène - Annales de l'Institut Henri Poincare (B) Probabilites et …, 2024 - projecteuclid.org
Abstract The Nagaev-Guivarc'h operator perturbation method is well known to provide
various probabilistic limit theorems for Markov random walks. A natural conjecture is that this …

Quasi-compactness of Markov kernels on weighted-supremum spaces and geometrical ergodicity

D Guibourg, L Hervé, J Ledoux - arXiv preprint arXiv:1110.3240, 2011 - arxiv.org
Let $ P $ be a Markov kernel on a measurable space $\X $ and let $ V:\X\r [1,+\infty) $. We
provide various assumptions, based on drift conditions, under which $ P $ is quasi-compact …

Vitesse de convergence dans le théorème limite central pour des chaînes de Markov fortement ergodiques

L Hervé - Annales de l'IHP Probabilités et statistiques, 2008 - numdam.org
Soit Q une probabilité de transition sur un espace mesurable E, admettant une probabilité
invariante, soit (X n) n une chaîne de Markov associée à Q, et soit ξ une fonction réelle …

The spectral method and ergodic theorems for general Markov chains

SV Nagaev - Izvestiya: Mathematics, 2015 - iopscience.iop.org
We study the ergodic properties of Markov chains with an arbitrary state space and prove a
geometric ergodic theorem. The method of the proof is new: it may be described as an …