D. Guibourg

most citedQuasi-compactness of Markov kernels on weighted-supremum spaces and geometrical ergodicity

8 citations · 8 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2011

Multidimensional renewal theory in the non-centered case. Application to strongly ergodic Markov chains

Denis Guibourg, Loïc Hervé

Let $(S_{n})_{n}$ be a $R^{d}$ -valued random walk ( $d \geq 2$ ). Using Babillot's method [2], we give general conditions on the characteristic function of $S_{n}$ under which $(S_{n})_{n}$ satisf…

math.PR2011★ 8 cited

Quasi-compactness of Markov kernels on weighted-supremum spaces and geometrical ergodicity

Denis Guibourg, Loïc Hervé, James Ledoux

Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. We provide various assumptions, based on drift conditions, under which $P$ is quasi-compact on th…

math.PR2010

A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d \geq 3$ and Centered Case

Denis Guibourg, Loïc Hervé

In dimension $d \geq 3$ , we present a general assumption under which the renewal theorem established by Spitzer for i.i.d. sequences of centered nonlattice r.v. holds true. Next we a…

Multidimensional renewal theory in the non-centered case. Application to strongly ergodic Markov chains

Quasi-compactness of Markov kernels on weighted-supremum spaces and geometrical ergodicity

A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension d≥3 and Centered Case

A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d \geq 3$ and Centered Case