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We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies and encompass the classical Bernstein inequality for…

Statistics Theory · Mathematics 2025-04-18 Bai Jiang , Qiang Sun , Jianqing Fan

Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…

Methodology · Statistics 2020-12-10 Xiwei Tang , Lexin Li

We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-06-25 Romain Allez , Alice Guionnet

In this paper, we describe 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…

Numerical Analysis · Mathematics 2012-06-19 Dohy Hong , Gérard Burnside

Branching processes and Fleming-Viot processes are two main models in stochastic population theory. Incorporating an immigration in both models, we generalize the results of Shiga (1990) and Birkner et al. (2005) which respectively connect…

Probability · Mathematics 2012-05-15 Clément Foucart , Olivier Hénard

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov processes. A suitable analogue of one-parameter semigroups…

Complex Variables · Mathematics 2023-03-29 Pavel Gumenyuk , Takahiro Hasebe , José-Luis Pérez

We introduce another new type of combinations of Bernstein operators in this paper, which can be used to approximate the functions with inner singularities. The direct and inverse results of the weighted approximation of this new type…

Functional Analysis · Mathematics 2011-06-28 Wen-ming Lu , Lin Zhang

The Feller diffusion is studied as the limit of a coalescent point process in which the density of the node height distribution is skewed towards zero. Using a unified approach, a number of recent results pertaining to scaling limits of…

Probability · Mathematics 2026-01-08 Conrad J. Burden , Robert C. Griffiths

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

Probability · Mathematics 2018-01-17 Gilles Pagès , Clément Rey

We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…

Dynamical Systems · Mathematics 2015-08-25 Benoit Kloeckner , Artur Lopes , Manuel Stadlbauer

We consider a Feller diffusion (Zs, s $\ge$ 0) (with diffusion coefficient $\sqrt$ 2$\beta$ and drift $\theta$ $\in$ R) that we condition on {Zt = at}, where at is a deterministic function, and we study the limit in distribution of the…

Probability · Mathematics 2025-11-04 Romain Abraham , Jean-Franç Ois Delmas , Hui He

A controlled branching process (CBP) is a modification of the standard Bienaym\'e-Galton-Watson process in which the number of progenitors in each generation is determined by a random mechanism. We consider a CBP starting from a random…

Probability · Mathematics 2024-04-26 González , M. , Martín-Chávez , P. , del Puerto , I

We study the approximation of univariate and multivariate set-valued functions (SVFs) by the adaptation to SVFs of positive samples-based approximation operators for real-valued functions. To this end, we introduce a new weighted average of…

Numerical Analysis · Mathematics 2012-11-29 Shay Kels , Nira Dyn

Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…

Probability · Mathematics 2007-11-14 Shui Feng , Feng-Yu Wang

Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and many other related stochastic processes and fields have started to be introduced since more than two decades. Such representations provide…

Probability · Mathematics 2023-03-10 Antoine Ayache , Julien Hamonier , Laurent Loosveldt

In this paper, we show that the abstract framework developed in Pages & Rey (2017) and inspired by Lamberton & Pages (2002) can be used to build invariant distributions for Brownian diffusion processes using the Milstein scheme and for…

Probability · Mathematics 2018-01-17 Gilles Pagès , Clément Rey

The purpose of this paper is to study some new concrete approximation processes for continuous vector-valued mappings defined on the infinite dimensional cube or on a subset of a real Hilbert space. In both cases these operators are…

Functional Analysis · Mathematics 2010-05-27 Lorenzo D'Ambrosio

The Fisher infinitesimal model is a classical model of phenotypic trait inheritance in quantitative genetics. Here, we prove that it encompasses a remarkable convexity structure which is compatible with a selection function having a convex…

Probability · Mathematics 2025-07-30 Vincent Calvez , David Poyato , Filippo Santambrogio

In the present manuscript, we present a new sequence of operators, $i.e.$, $\alpha$-Bernstein-Schurer-Kantorovich operators depending on two parameters $\alpha\in[0,1]$ and $\rho>0$ for one and two variables to approximate measurable…

General Mathematics · Mathematics 2022-08-29 Nadeem Rao , Mamta Rani , Adem Kiliçman , Pradeep Malik , Mohammad Ayman-Mursaleen
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