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math.PR2022
To spike or not to spike: the whims of the Wonham filter in the strong noise regime
Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1
We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…
math.PR2022
Non-equilibrium stationary properties of the boundary driven zero-range process with long jumps
Cédric Bernardin, Patricia Gonçalves, Byron Oviedo-Jiménez +1
We consider the zero-range process with long jumps and in contact with infinitely many reservoirs in its non-equilibrium stationary state. We derive the hydrostatic limit and the F…