2 citations · 3 across the 3 of their papers we have counts for
6 papers
A central limit theorem for continuous-time Markov processes conditioned not to be absorbed
William Oçafrain
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying pr…
An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
William Oçafrain
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization co…
Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Emery criteria
William Oçafrain
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincaré inequalit…
Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift
William Oçafrain
This paper deals with the rate of convergence in 1-Wasserstein distance of the marginal law of a Brownian motion with drift conditioned not to have reached 0 towards the Yaglom lim…
Quasi-stationarity for one-dimensional renormalized Brownian motion
William Oçafrain
We are interested in the quasi-stationarity of the time-inhomogeneous Markov process X t = B t (t + 1) where (B t) t0 is a one-dimensional Brownian motion and (0…
Non-failable approximation method for conditioned distributions
William Oçafrain, Denis Villemonais
We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are faila…