Nombre de documents

23

Publications


Article dans une revue12 documents

  • Pierre Del Moral, Denis Villemonais. Exponential mixing properties for time inhomogeneous diffusion processes with killing. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2018, 24 (2), pp.1010-1032. 〈hal-01083297v3〉
  • Pierre Del Moral, Denis Villemonais. Exponential mixing properties for time inhomogeneous diffusion processes with killing. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2018, 24 (2), pp.1010 - 1032. 〈10.3150/16-BEJ845〉. 〈hal-01593882〉
  • Nicolas Champagnat, Denis Villemonais. Uniform convergence of penalized time-inhomogeneous Markov processes. ESAIM: Probability and Statistics, EDP Sciences, A Paraître. 〈hal-01290222〉
  • Nicolas Champagnat, Denis Villemonais. Uniform convergence to the Q-process. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2017, 22 (33), pp.1-7. 〈10.1214/17-ECP63〉. 〈hal-01395727v2〉
  • William Oçafrain, Denis Villemonais. Convergence of a non-failable mean-field particle system. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2017, 35 (4), pp.Pages 587-603. 〈http://www.tandfonline.com/doi/full/10.1080/07362994.2017.1288136〉. 〈10.1080/07362994.2017.1288136〉. 〈hal-01338421〉
  • Nicolas Champagnat, Denis Villemonais. Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing. ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2017, 14, pp.177-199. 〈hal-01217843〉
  • Nicolas Champagnat, Denis Villemonais. Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Journal of Applied Probability, Applied Probability Trust, A Paraître. 〈hal-01166960〉
  • Nicolas Champagnat, Denis Villemonais. Exponential convergence to quasi-stationary distribution and Q-process. Probability Theory and Related Fields, Springer Verlag, 2016, 164 (1), pp.243-283. 〈http://link.springer.com/article/10.1007%2Fs00440-014-0611-7#〉. 〈10.1007/s00440-014-0611-7〉. 〈hal-00973509v2〉
  • Denis Villemonais. Minimal quasi-stationary distribution approximation for a birth and death process. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2015, 20 (30), pp.1-18. 〈http://ejp.ejpecp.org/article/view/3482〉. 〈10.1214/EJP.v20-3482〉. 〈hal-00983773v3〉
  • Denis Villemonais. General approximation method for the distribution of Markov processes conditioned not to be killed. ESAIM: Probability and Statistics, EDP Sciences, 2014, 10.1051/ps/2013045. 〈10.1051/ps/2013045〉. 〈hal-00598085v2〉
  • Denis Villemonais. Uniform tightness for time-inhomogeneous particle systems and for conditional distributions of time-inhomogeneous diffusion processes. Markov Processes and Related Fields, Polymath, 2013, 19 (3), pp.543 - 562. 〈hal-00681601〉
  • Sylvie Méléard, Denis Villemonais. Quasi-stationary distributions and population processes. Probability Surveys, Institute of Mathematical Statistics (IMS), 2012, 9, pp.340-410. 〈10.1214/11-PS191〉. 〈hal-00653834〉

Pré-publication, Document de travail10 documents

  • Nicolas Champagnat, Koléhè Coulibaly-Pasquier, Denis Villemonais. Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions. 2018. 〈hal-01293622v2〉
  • Camille Coron, Sylvie Méléard, Denis Villemonais. Perpetual integrals convergence and extinctions in population dynamics. 2017. 〈hal-01514977〉
  • Nicolas Champagnat, Denis Villemonais. Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes. 2017. 〈hal-01503697〉
  • Nicolas Champagnat, Denis Villemonais. General criteria for the study of quasi-stationarity. 2017. 〈hal-01672979〉
  • Denis Villemonais. Lower bound for the coarse Ricci curvature of continuous-time pure jump processes. 2017. 〈hal-01652879〉
  • Nicolas Champagnat, Denis Villemonais. Population processes with unbounded extinction rate conditioned to non-extinction. 2016. 〈hal-01395731〉
  • Nicolas Champagnat, Denis Villemonais. Quasi-stationary distribution for multi-dimensional birth and death processes conditioned to survival of all coordinates. 2015. 〈hal-01188172〉
  • Servet Martinez, Jaime San Martin, Denis Villemonais. Existence and uniqueness of a quasi-stationary distribution for Markov processes with fast return from infinity. 17 pages. 2013. 〈hal-00944275〉
  • Denis Villemonais. Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift. 2010. 〈hal-00481580v2〉
  • Denis Villemonais. Approximation of quasi-stationary distributions for 1-dimensional killed diffusions with unbounded drifts. R.I. 662. 2009. 〈hal-00387054〉

Thèse1 document

  • Denis Villemonais. Distributions quasi-stationnaires et méthodes particulaires pour l'approximation de processus conditionnés. Probabilités [math.PR]. Ecole Polytechnique X, 2011. Français. 〈pastel-00672074〉