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Showing 2024 · math.PRShow all
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math.PR2024
Malliavin structure for conditionally independent random variables
Laurent Decreusefond, Christophe Vuong
On any denumerable product of probability spaces, we extend the discrete Malliavin structure for conditionally independent random variables. As a consequence, we obtain the chaos d…
math.PR2024
Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
Pascal Bianchi, Walid Hachem, Victor Priser
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a…