activity
20132021
most citedApproximating Markov chains and V-geometric ergodicity via weak perturbation theory

26 citations · 28 across the 4 of their papers we have counts for

collaborators

5 papers

math.AP2021

Asymptotics of ODE's flows everywhere or almost-everywhere in the torus:from rotation sets to homogenization of transport equations

Marc Briane, Loïc Hervé

In this paper, we study various aspects of the ODE's flow solution to the equation , in the -dimensional torus , where is a…

math.PR2019

State-discretization of -geometrically ergodic Markov chains and convergence to the stationary distribution

Loic Hervé, James Ledoux

Let be a -geometrically ergodic Markov chain on a measurable space with invariant probability distribution . In this paper, we propose…

math.PR2016

A computable bound of the essential spectral radius of finite range Metropolis--Hastings kernels

Loïc Hervé, James Ledoux

Let be a positive continuous target density on . Let be the Metropolis-Hastings operator on the Lebesgue space corresponding to a proposal Mar…

math.PR2015★ 2 cited

Additional material on bounds of -spectral gap for discrete Markov chains with band transition matrices

Loïc Hervé, James Ledoux

We analyse the -convergence rate of irreducible and aperiodic Markov chains with -band transition probability matrix and with invariant distribution . This ana…

math.PR2013★ 26 cited

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…