Related papers: Exponential rate of convergence for some Markov op…

We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…

In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…

In an observed generalized semi-Markov regime, estimation of transition rate of regime switching leads towards calculation of locally risk minimizing option price. Despite the uniform convergence of estimated step function of transition…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, physics or biology. The involved mathematical tools as…

Motivated by its connection to the limit behaviour of imprecise Markov chains, we introduce and study the so-called convergence of upper transition operators: the condition that for any function, the orbit resulting from iterated…

Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…

Exponential operator decompositions are an important tool in many fields of physics, for example, in quantum control, quantum computation, or condensed matter physics. In this work, we present a method for obtaining such decompositions,…

We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.

We prove a law of large numbers for empirical approximations of the spectrum of a kernel integral operator by the spectrum of random matrices based on a sample drawn from a Markov chain, which complements the results by V. Koltchinskii and…

In this paper, we construct generalized Baskakov Kantorovich operators. We establish some direct results and then study weighted approximation, simultaneous approximation and statistical convergence properties for these operators. Finally,…

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

In this paper, we present a convergence rate analysis for the inexact Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results include two main parts: we first establish global pointwise and ergodic iteration-complexity…

It is well known that iterates of quasi-compact operators converge towards a spectral projection, whereas the explicit construction of the limiting operator is in general hard to obtain. Here, we show a simple method to explicitly construct…

In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…

We give some Korovkin-type theorems on convergence and estimates of rates of approximations of nets of functions, satisfying suitable axioms, whose particular cases are filter/ideal convergence, almost convergence and triangular…

Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…