Loı̈c Hervé

activity

20122017

most citedA uniform Berry--Esseen theorem on

M

-estimators for geometrically ergodic Markov chains

15 citations · 15 across the 4 of their papers we have counts for

collaborators

4 papers

math.PR2017

Multiplicative ergodicity of laplace transforms for additive functional of markov chains with application to age-dependent branching process

Loïc Hervé, Sana Louhichi, Françoise Pène

We study the exponential growth of bifurcating processes with ancestral dependence. We suppose here that the lifetimes of the cells are dependent random variables, that the numbers…

math.PR2016

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

Loïc Hervé, James Ledoux

Let $π$ be a positive continuous target density on $R$ . Let $P$ be the Metropolis-Hastings operator on the Lebesgue space $L^{2} (π)$ corresponding to a proposal Mar…

math.ST2012★ 15 cited

A uniform Berry--Esseen theorem on $M$ -estimators for geometrically ergodic Markov chains

Loïc Hervé, James Ledoux, Valentin Patilea

Let ${X_{n}}_{n \geq 0}$ be a $V$ -geometrically ergodic Markov chain. Given some real-valued functional $F$ , define $M_{n} (α) := n^{- 1} \sum_{k = 1}^{n} F (α, X_{k - 1}, X_{k})$ , $α\in\mathcal{A}\subs…

math.PR2012

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…

Multiplicative ergodicity of laplace transforms for additive functional of markov chains with application to age-dependent branching process

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

A uniform Berry--Esseen theorem on M-estimators for geometrically ergodic Markov chains

On the recurrence set of planar Markov Random Walks

A uniform Berry--Esseen theorem on $M$ -estimators for geometrically ergodic Markov chains