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Number of documents

31

Publications


Journal articles22 documents

  • Michel Benaïm, Nicolas Champagnat, Denis Villemonais. Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2022, 57 (2), pp.726-739. ⟨10.1214/20-AIHP1093⟩. ⟨hal-02101739v3⟩
  • Nicolas Champagnat, Denis Villemonais. Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes. Stochastic Processes and their Applications, Elsevier, 2021, 135, pp.51-74. ⟨10.1016/j.spa.2020.12.005⟩. ⟨hal-01503697v2⟩
  • Nicolas Champagnat, René Schott, Denis Villemonais. Analysis of distributed systems via quasi-stationary distributions. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, In press, pp.1-20. ⟨10.1080/07362994.2020.1861952⟩. ⟨hal-01710663v2⟩
  • Nicolas Champagnat, Denis Villemonais. Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution. ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2021, 18, pp.1-15. ⟨hal-01895618⟩
  • Cécile Mailler, Denis Villemonais. Stochastic approximation on non-compact measure spaces and application to measure-valued P\'olya processes. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (5), ⟨10.1214/20-AAP1561⟩. ⟨hal-01895621⟩
  • Emma Horton, Andreas Eou Kyprianou, Denis Villemonais. Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (6), ⟨10.1214/20-AAP1567⟩. ⟨hal-01895619⟩
  • Nicolas Champagnat, Denis Villemonais. Practical criteria for R-positive recurrence of unbounded semigroups. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩. ⟨hal-02101680v2⟩
  • Simon Toupance, Denis Villemonais, Daphné Germain, Anne Gégout-Petit, Eliane Albuisson, et al.. The individual’s signature of telomere length distribution. Scientific Reports, Nature Publishing Group, 2019, 9 (1), pp.1-8. ⟨10.1038/s41598-018-36756-8⟩. ⟨hal-01925000⟩
  • Camille Coron, Sylvie Méléard, Denis Villemonais. Impact of demography on extinction/fixation events. Journal of Mathematical Biology, Springer Verlag (Germany), 2019, 78 (3), pp.549-577. ⟨10.1007/s00285-018-1283-1⟩. ⟨hal-01514977v2⟩
  • Denis Villemonais. Lower bound for the coarse Ricci curvature of continuous-time pure jump processes. Journal of Theoretical Probability, Springer, 2019, ⟨10.1007/s10959-019-00918-9⟩. ⟨hal-01652879⟩
  • 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-01083297v3⟩
  • Nicolas Champagnat, Denis Villemonais. Uniform convergence of penalized time-inhomogeneous Markov processes. ESAIM: Probability and Statistics, EDP Sciences, 2018, 22, pp.129-162. ⟨10.1051/ps/2017022⟩. ⟨hal-01290222⟩
  • Nicolas Champagnat, Denis Villemonais. Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. Advances in Applied Probability, Applied Probability Trust, 2018, 50 (1), pp.178-203. ⟨10.1017/apr.2018.9⟩. ⟨hal-01166960⟩
  • 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. ⟨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. ⟨10.30757/ALEA.v14-11⟩. ⟨hal-01217843⟩
  • 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⟩
  • 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. ⟨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. ⟨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⟩
  • Servet Martinez, Jaime San Martin, Denis Villemonais. Existence and uniqueness of a quasi-stationary distribution for Markov processes with fast return from infinity. Journal of Applied Probability, Cambridge University press, 2014, 51 (3), ⟨10.1239/jap/1409932672⟩. ⟨hal-00944275⟩
  • 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⟩

Book sections1 document

  • Nicolas Champagnat, Koléhè Coulibaly-Pasquier, Denis Villemonais. Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions. Séminaire de Probabilités XLIX, 2215, Springer, pp. 165-182, 2018, Lecture Notes in Mathematics, ⟨10.1007/978-3-319-92420-5_5⟩. ⟨hal-01293622v2⟩

Preprints, Working Papers, ...6 documents

  • Alexis Anagnostakis, Antoine Lejay, Denis Villemonais. General diffusion processes as the limit of time-space Markov chains. 2020. ⟨hal-02897819⟩
  • Nicolas Champagnat, Denis Villemonais. General criteria for the study of quasi-stationarity. 2017. ⟨hal-01672979v2⟩
  • 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⟩
  • 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. 2009. ⟨hal-00387054⟩

Theses1 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⟩

Habilitation à diriger des recherches1 document

  • Denis Villemonais. Exponential convergence to a quasi-stationary distribution and applications. Probability [math.PR]. Université de Lorraine (Nancy), 2019. ⟨tel-02412497⟩