Boltzmann-Gibbs transformationscontraction inequalitiesDobrushin's ergodic coefficientFoster-Lyapunov conditionspositive semigroupsspectral theorems
Ergodic theorems, spectral theory, Markov operators (37A30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Positive linear operators and order-bounded operators (47B65) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Schrödinger and Feynman-Kac semigroups (47D08) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Continuous-time Markov processes on general state spaces (60J25)
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
- A Fleming-Viot particle representation of the Dirichlet Laplacian
- A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages
- A limit theorem for partially observed Markov chains
- A lognormal central limit theorem for particle approximations of normalizing constants
- A Moran particle system approximation of Feynman-Kac formulae
- A non‐conservative Harris ergodic theorem
- A note on random walks with absorbing barriers and sequential Monte Carlo methods
- A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.
- A splitting technique for Harris recurrent Markov chains
- Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
- Ancestral lineages and limit theorems for branching Markov chains in varying environment
- Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering
- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
- Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.
- Banach lattices
- Basic properties of the projective product with application to products of column-allowable nonnegative matrices
- Bounds for the fundamental solution of a parabolic equation
- Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications
- Comparaison des exposants de Lyapounov des processus markoviens multiplicatifs. (Comparison of Lyapunov exponents of multiplicative Markov processes)
- Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
- Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
- Continuity of Solutions of Parabolic and Elliptic Equations
- Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
- Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
- Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria
- Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions
- De Branges type lemma and approximation in weighted spaces
- Dimension-free Wasserstein contraction of nonlinear filters
- Discrete time nonlinear filters with informative observations are stable
- Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
- Dual Spaces of Weighted Spaces
- Eigenvectors of Order-Preserving Linear Operators
- Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
- Ergodic Properties of Markov Processes
- Existence of quasi-stationary distributions: A renewal dynamical approach
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- Exponential filter stability via Dobrushin's coefficient
- Exponential forgetting and geometric ergodicity in hidden Markov models
- Exponential mixing properties for time inhomogeneous diffusion processes with killing
- Exponential stability for nonlinear filtering
- Exponential stability of discrete-time filters for bounded observation noise
- Extensions of Jentzsch's Theorem
- Fleming-Viot processes: two explicit examples
- Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case
- Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
- Gaussian estimates for Schrödinger perturbations
- Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.
- General approximation method for the distribution of Markov processes conditioned not to be killed
- General criteria for the study of quasi-stationarity
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- Gibbs sampling, exponential families and orthogonal polynomials
- Go with the winners: a general Monte Carlo strategy
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- Ideal-triangularizability of semigroups of positive operators
- Intrinsic methods in filter stability
- Irreducible semigroups of positive operators on Banach lattices
- Killed diffusions and their conditioning
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Large deviations of empirical measures of diffusions in weighted topologies
- Large deviations techniques and applications.
- Limit theorems for products of positive random matrices
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
- Long-term stability of sequential Monte Carlo methods under verifiable conditions
- Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
- Markov chains and stochastic stability
- Markov chains for exploring posterior distributions. (With discussion)
- Mean field simulation for Monte Carlo integration
- More on the long time stability of Feynman-Kac semigroups
- On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
- On continuous time ergodic filters with wrong initial data
- On contraction properties of Markov kernels
- On convergence of chains with occupational self–interactions
- On discrete time ergodic filters with wrong initial data
- On estimates of the density of Feynman-Kac semigroups of \(\alpha \)-stable-like processes
- On one-dimensional Riccati diffusions
- On quasi-stationary distributions in absorbing continuous-time finite Markov chains
- On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
- On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
- On robustness of discrete time optimal filters
- On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions
- On the compactness of certain integral operators
- On the consistency of Bayes estimates
- On the Control of an Interacting Particle Estimation of Schrödinger Ground States
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
- On the existence of a quasistationary measure for a Markov chain
- On the Feynman-Kac semigroup for some Markov processes
- On the Hill relation and the mean reaction time for metastable processes
- On the quasi-ergodic distribution of absorbing Markov processes
- On the stability of interacting processes with applications to filtering and genetic algorithms
- On the stability of matrix-valued Riccati diffusions
- On the stability of measure valued processes with applications to filtering
- On the stability of nonlinear Feynman-Kac semigroups
- On time scales and quasi-stationary distributions for multitype birth-and-death processes
- One-Parameter Semigroups for Linear Evolution Equations
- Order structure and topological methods in nonlinear partial differential equations. Vol. 1. Maximum principles and applications
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Particle Motions in Absorbing Medium with Hard and Soft Obstacles
- Practical criteria for \(R\)-positive recurrence of unbounded semigroups
- Products of Random Matrices
- Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space
- Quasi-compactness and absolutely continuous kernels
- Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
- Quasi-stationary distributions and diffusion models in population dynamics
- Quasi-stationary distributions and population processes
- Quasi-stationary distributions for discrete-state models
- Quasi-stationary distributions for structured birth and death processes with mutations
- Quasi-stationary distributions of birth-and-death processes
- Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
- Quasistationary distributions and Fleming-Viot processes in finite spaces
- Relative entropy and error bounds for filtering of Markov processes
- Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions
- Rings of continuous functions vanishing at infinity.
- Self-Interacting Markov Chains
- Sequential Monte Carlo Samplers
- Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations
- Some limit theorems for absorbing Markov processes
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
- Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
- Stability of nonlinear filters in nonmixing case
- Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
- Stability of the discrete time filter in terms of the tails of noise distributions
- Stability of the discrete time filter in terms of the tails of noise distributions
- Stability properties of some particle filters
- Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
- Stochastic approximation of quasi-stationary distributions on compact spaces and applications
- Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
- Stochastic calculus and degenerate boundary value problems
- Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics
- Stochastic processes. From applications to theory
- The Classification of Birth and Death Processes
- The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
- The limiting behavior of transient birth and death processes conditioned on survival
- The stability of conditional Markov processes and Markov chains in random environments
- The strong Malthusian behavior of growth-fragmentation processes
- Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)
- Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes
- Uniform convergence of penalized time-inhomogeneous Markov processes
- Uniform convergence to the \(Q\)-process
- Uniform in time propagation of chaos for a Moran model
- Uniformly integrable operators and large deviations for Markov processes
- Weak convergence of measures
- What do we know about the Metropolis algorithm?
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes
- Unbiased parameter estimation for partially observed diffusions
- Binary branching processes with Moran type interactions
- On the particle approximation of lagged Feynman-Kac formulae
- On the mathematical foundations of diffusion Monte Carlo
- On the contraction properties of Sinkhorn semigroups
- Long time behavior of killed Feynman-Kac semigroups with singular Schrödinger potentials
- On a population model with memory
- New trends in the stability of Sinkhorn semigroups
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