200 citations
- Université Paris-SudFR20 papers
- Centre National de la Recherche ScientifiqueFR17 papers
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- Université Paris-SaclayFR10 papers
- Département de mathématiques et applicationsFR7 papers
- Laboratoire Analyse, Géométrie et ApplicationsFR7 papers
- Laboratoire de Mathématiques Blaise PascalFR6 papers
- University of EdinburghGB6 papers
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Showing 2004 · math.PRShow all
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math.PR2004★ 41 cited
Optimal Hoeffding bounds for discrete reversible Markov chains
Carlos A. Leon, Francois Perron
We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bound…
math.PR2004★ 10 cited
A homing problem for diffusion processes with control-dependent variance
Mario Lefebvre
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval loc…