4 citations · 7 across the 3 of their papers we have counts for
10 papers
Quasi-limiting estimates for periodic absorbed Markov chains
Nicolas Champagnat, Denis Villemonais
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aper…
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
Michel Benaïm, Nicolas Champagnat, Denis Villemonais
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation mea…
Practical criteria for R-positive recurrence of unbounded semigroups
Nicolas Champagnat, Denis Villemonais
The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of n…
Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
Nicolas Champagnat, Denis Villemonais
We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. O…
Stochastic Methods for the Neutron Transport Equation I: Linear Semigroup asymptotics
Emma Horton, Andreas E. Kyprianou, Denis Villemonais
The Neutron Transport Equation (NTE) describes the flux of neutrons through an inhomogeneous fissile medium. In this paper, we reconnect the NTE to the physical model of the spatia…
Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes
Cécile Mailler, Denis Villemonais
Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this…