We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have diminishing influence on the distribution of the present value. In the present paper, we present novel sufficient conditions for regularity of functions of Markov chains.</p
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
Let \s{Xn, n □ 0\s} and \s{Yn, n □ 0\s} be two stochastic processes such that Yn depen...
AbstractLet \s{Xn, n ⩾ 0\s} and \s{Yn, n ⩾ 0\s} be two stochastic processes such that Yn depends on ...
We consider processes which are functions of finite-state Markov chains. It is well known that such ...
In this review-type paper written at the occasion of the Oberwolfach workshop One-sided vs. Two-side...
The attached file may be somewhat different from the published versionInternational audienceIn this ...
The attached file may be somewhat different from the published versionInternational audienceIn this ...
Thesis (M.A.)--Boston University N.B.: Page 3 of Abstract is incorrectly labeled as Page 2. No cont...
The attached file may be somewhat different from the published versionInternational audienceWe consi...
AbstractOur primary aim is to “build” versions of generalised Gaussian processes from simple, elemen...
We show that stochastically continuous, time-homogeneous affine processes on the canonical state spa...
Let (Xn)n≥0 be a Harris ergodic Markov chain and f be a real function on its state space. Consider t...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
AbstractWe first give an extension of a theorem of Volkonskii and Rozanov characterizing the strictl...
AbstractLet (Xn)n⩾0 be a Harris ergodic Markov chain and f be a real function on its state space. Co...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
Let \s{Xn, n □ 0\s} and \s{Yn, n □ 0\s} be two stochastic processes such that Yn depen...
AbstractLet \s{Xn, n ⩾ 0\s} and \s{Yn, n ⩾ 0\s} be two stochastic processes such that Yn depends on ...
We consider processes which are functions of finite-state Markov chains. It is well known that such ...
In this review-type paper written at the occasion of the Oberwolfach workshop One-sided vs. Two-side...
The attached file may be somewhat different from the published versionInternational audienceIn this ...
The attached file may be somewhat different from the published versionInternational audienceIn this ...
Thesis (M.A.)--Boston University N.B.: Page 3 of Abstract is incorrectly labeled as Page 2. No cont...
The attached file may be somewhat different from the published versionInternational audienceWe consi...
AbstractOur primary aim is to “build” versions of generalised Gaussian processes from simple, elemen...
We show that stochastically continuous, time-homogeneous affine processes on the canonical state spa...
Let (Xn)n≥0 be a Harris ergodic Markov chain and f be a real function on its state space. Consider t...
27 pagesThe influence of a time-periodic forcing on stochastic processes can essentially be emphasiz...
AbstractWe first give an extension of a theorem of Volkonskii and Rozanov characterizing the strictl...
AbstractLet (Xn)n⩾0 be a Harris ergodic Markov chain and f be a real function on its state space. Co...
International audienceIn this note, we present few examples of Piecewise Deterministic Markov Proces...
Let \s{Xn, n □ 0\s} and \s{Yn, n □ 0\s} be two stochastic processes such that Yn depen...
AbstractLet \s{Xn, n ⩾ 0\s} and \s{Yn, n ⩾ 0\s} be two stochastic processes such that Yn depends on ...
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