| Publication | Date of Publication | Type |
|---|
Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel Electronic Communications in Probability | 2024-01-17 | Paper |
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications Bernoulli | 2024-01-16 | Paper |
Robustness of iterated function systems of Lipschitz maps Journal of Applied Probability | 2023-08-16 | Paper |
Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products Statistics & Probability Letters | 2021-11-12 | Paper |
State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
\(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations Electronic Communications in Probability | 2020-05-26 | Paper |
Computable bounds of an \(\ell^2\)-spectral gap for discrete Markov chains with band transition matrices Journal of Applied Probability | 2016-12-09 | Paper |
A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels Statistics & Probability Letters | 2016-09-08 | Paper |
| Additional material on bounds of $\ell^2$-spectral gap for discrete Markov chains with band transition matrices | 2015-03-07 | Paper |
Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks Advances in Applied Probability | 2015-01-19 | Paper |
Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks Advances in Applied Probability | 2015-01-19 | Paper |
A local limit theorem for densities of the additive component of a finite Markov additive process Statistics & Probability Letters | 2014-02-11 | Paper |
Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory Stochastic Processes and their Applications | 2014-02-06 | Paper |
Geometric \(\rho \)-mixing property of the interarrival times of a stationary Markovian arrival process Journal of Applied Probability | 2013-06-26 | Paper |
| Additional material on local limit theorem for finite Additive Markov Processes [HL13] | 2013-05-24 | Paper |
Regular Perturbation of V-Geometrically Ergodic Markov Chains Journal of Applied Probability | 2013-04-25 | Paper |
Regular Perturbation of V-Geometrically Ergodic Markov Chains Journal of Applied Probability | 2013-04-25 | Paper |
Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-06-04 | Paper |
Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-06-04 | Paper |
A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains Bernoulli | 2012-05-28 | Paper |
A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains Bernoulli | 2012-05-28 | Paper |
| Quasi-compactness of Markov kernels on weighted-supremum spaces and geometrical ergodicity | 2011-10-14 | Paper |
On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems Journal of Applied Probability | 2008-11-13 | Paper |
On a software reliability model by Koch and Spreij Statistics & Probability Letters | 2008-06-05 | Paper |
Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process Statistics & Probability Letters | 2008-03-26 | Paper |
Filtering and the EM-Algorithm for the Markovian Arrival Process Communications in Statistics: Theory and Methods | 2008-01-23 | Paper |
| Stochastic modeling in software reliability | 2007-11-09 | Paper |
| Positive invariance of polyhedrons and comparison of Markov reward models with different state spaces | 2007-05-09 | Paper |
A Poisson Limit Theorem for Reliability Models Based on Markov Chains Communications in Statistics: Theory and Methods | 2006-04-19 | Paper |
Recursive filters for partially observable finite Markov chains Journal of Applied Probability | 2006-01-26 | Paper |
Markov property for a function of a Markov chain: A linear algebra approach Linear Algebra and its Applications | 2005-08-01 | Paper |
Linear dynamics for the state vector of Markov chain functions Advances in Applied Probability | 2005-04-05 | Paper |
Poisson approximation for some point processes in reliability Advances in Applied Probability | 2004-09-24 | Paper |
Comparison and aggregation of max-plus linear systems Linear Algebra and its Applications | 2004-08-06 | Paper |
Markovian bounds on functions of finite Markov chains Advances in Applied Probability | 2002-10-23 | Paper |
Weak lumpability and pseudo-stationarity of finite markov chains Communications in Statistics. Stochastic Models | 2000-05-07 | Paper |
Simple formulae for counting processes in reliability models Advances in Applied Probability | 1999-01-18 | Paper |
A geometric invariant in weak lumpability of finite Markov chains Journal of Applied Probability | 1998-11-03 | Paper |
On weak lumpability of denumerable Markov chains Statistics & Probability Letters | 1996-08-13 | Paper |
Exact aggregation of absorbing Markov processes using the quasi-stationary distribution Journal of Applied Probability | 1995-03-20 | Paper |
A necessary condition for weak lumpability in finite Markov processes Operations Research Letters | 1993-11-01 | Paper |