78 citations · 308 across the 17 of their papers we have counts for
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math.PR2009
On the Laplace transform of perpetuities with thin tails
Jean-Baptiste Bardet, Hélène Guerin, Florent Malrieu
We consider the random variables which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where is independent of and $\ABS{M}\leq 1$. Goldie and…
math.PR2009★ 37 cited
Long time behavior of diffusions with Markov switching
Jean-Baptiste Bardet, Hélène Guerin, Florent Malrieu
Let be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process : , given. Under ergodicity condition, we get q…
math.PR2009★ 1 cited
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Francois Bolley, Arnaud Guillin, Florent Malrieu
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilis…