133 citations · 1.8k across the 54 of their papers we have counts for
4 papers · 1 filter
Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
Loïc Hervé, James Ledoux
Let be a Markov chain on a measurable space $\X$ with transition kernel and let $V:\X\r[1,+\infty)$. The Markov kernel is here considered as a linear bou…
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…
A local limit theorem for densities of the additive component of a finite Markov Additive Process
Loïc Hervé, James Ledoux
In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under…
Additional material on local limit theorem for finite Additive Markov Processes [HL13]
Loïc Hervé, James Ledoux
This paper proposes additional material to the main statements of [HL13] which are are recalled in Section~2. In particular an application of [Theorem~2.2,HL13] to Renewal Markov P…