374 citations
- Centre National de la Recherche ScientifiqueFR23 papers
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- Institut National des Sciences Appliquées de RennesFR10 papers
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- Fonctions Optiques pour les Technologies de l’informationFR7 papers
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- Laboratoire de Mathématiques de Bretagne AtlantiqueFR6 papers
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5 papers · 1 filter
Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
Loïc Hervé, James Ledoux
Let be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the -geometric ergodicity of and that of…
On the recurrence set of planar Markov Random Walks
Loïc Hervé, Françoise Pène
In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The…
Multidimensional renewal theory in the non-centered case. Application to strongly ergodic Markov chains
Denis Guibourg, Loïc Hervé
Let be a -valued random walk (). Using Babillot's method [2], we give general conditions on the characteristic function of under which satisf…
Moments, moderate and large deviations for a branching process in a random environment
Chunmao Huang, Quansheng Liu
Let be a supercritical branching process in a random environment , and be the limit of the normalized population size . We show large an…
Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment
Quansheng Liu, Frédérique Watbled
The objective of the present paper is to establish exponential large deviation inequalities, and to use them to show exponential concentration inequalities for the free energy of a…