Related papers: Extending Chacon-Walsh: minimality and generalised…

The goal of this paper is to give a non-local sufficient condition for generalized Poincar\'e inequalities, which extends the well-known Bakry-Emery condition. Such generalized Poincar\'e inequalities have been introduced by W. Beckner in…

This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. Some multivariate generalizations of results of Arak (1980) are…

We consider multimodal maps with holes and study the evolution of the open systems with respect to equilibrium states for both geometric and H\"older potentials. For small holes, we show that a large class of initial distributions share the…

The works of Commichau--Grauert and Hirschowitz showed that a formal equivalence between embeddings of a compact complex manifold is convergent, if the embeddings have sufficiently positive normal bundles in a suitable sense. We show that…

Expanding Thurston maps were introduced by M. Bonk and D. Meyer with motivation from complex dynamics and Cannon's conjecture from geometric group theory via Sullivan's dictionary. In this paper, we show that the entropy map of an expanding…

We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distributions. When dealing with the actual relative entropy,…

We show that a considerable part of the theory of (ultra)distributions and hyperfunctions can be extended to more singular generalized functions, starting from an angular localizability notion introduced previously. Such an extension is…

This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…

We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…

We first show that the discounted cost, cost up to an exit time, and ergodic cost involving controlled non-degenerate diffusions are continuous on the space of stationary control policies when the policies are given a topology introduced by…

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…

We develop iterated forcing constructions dual to finite support iterations in the sense that they add random reals instead of Cohen reals in limit steps. In view of useful applications we focus in particular on two-dimensional "random"…

We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

We consider a stationary regularly varying time series which can be expressedas a function of a geometrically ergodic Markov chain. We obtain practical conditionsfor the weak convergence of the tail array sums and feasible estimators…