33 citations · 101 across the 19 of their papers we have counts for
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math.PR2013★ 4 cited
Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Marina Kleptsyna, Alain Le Breton, Bernard Ycart
The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplica…
math.PR2013★ 3 cited
Bounds for left and right window cutoffs
Javiera Barrera, Bernard Ycart
The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on th…