211 citations · 985 across the 36 of their papers we have counts for
4 papers · 1 filter
Ergodicity, Decisions, and Partial Information
Ramon van Handel
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a los…
Conditional ergodicity in infinite dimension
Xin Thomson Tong, Ramon van Handel
The goal of this paper is to develop a general method to establish conditional ergodicity of infinite-dimensional Markov chains. Given a Markov chain in a product space, we aim to…
Constructing Sublinear Expectations on Path Space
Marcel Nutz, Ramon van Handel
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-me…
The local geometry of finite mixtures
Elisabeth Gassiat, Ramon Van Handel
We establish that for q>=1, the class of convex combinations of q translates of a smooth probability density has local doubling dimension proportional to q. The key difficulty in t…