32 citations · 174 across the 33 of their papers we have counts for
9 papers · 1 filter
Analysis of non-reversible Markov chains via similarity orbit
Michael C. H. Choi, Pierre Patie
In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of…
On interweaving relations
Laurent Miclo, Pierre Patie
Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a ra…
On Doney's striking factorization of the arc-sine law
Larbi Alili, Carine Bartholmé, Loïc Chaumont +3
R. Doney identifies a striking factorization of the arc-sine law in terms of the suprema of two independent stable processes of the same index by an elegant random walks approximat…
Spectral projections correlation structure for short-to-long range dependent processes
Pierre Patie, Anna Srapionyan
Let be a stochastic process issued from that admits a marginal stationary measure , i.e. for all…
A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators
Pierre Patie, Aditya Vaidyanathan
The aim of this paper is to offer an original and comprehensive spectral theoretical approach to the study of convergence to equilibrium, and in particular of the hypocoercivity ph…
On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
Patrick Cheridito, Pierre Patie, Anna Srapionyan +1
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergo…