Untitled
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | AZAÏS, Romain | |
| hal.structure.identifier | Laboratoire de Mathématiques Raphaël Salem [LMRS] | |
| dc.contributor.author | BARDET, Jean-Baptiste | |
| hal.structure.identifier | Laboratoire de Probabilités et Modèles Aléatoires [LPMA] | |
| dc.contributor.author | GENADOT, Alexandre | |
| hal.structure.identifier | Institut de Recherche Mathématique de Rennes [IRMAR] | |
| dc.contributor.author | KRELL, Nathalie | |
| hal.structure.identifier | Laboratoire d'Analyse et de Mathématiques Appliquées [LAMA] | |
| dc.contributor.author | ZITT, Pierre-André | |
| dc.date.accessioned | 2024-04-04T02:21:26Z | |
| dc.date.available | 2024-04-04T02:21:26Z | |
| dc.date.issued | 2014 | |
| dc.identifier.issn | 1270-900X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189574 | |
| dc.description.abstractEn | We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases such as the TCP model or a model of switched vector fields, better results can be proved, especially as regards long time behaviour. We continue our review with an infinite dimensional example of neuronal activity. From the statistical point of view, these models provide specific challenges: we illustrate this point with the example of the estimation of the distribution of the inter-jumping times. We conclude with a short overview on numerical methods used for simulating PDMPs. | |
| dc.description.sponsorship | Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation - ANR-11-LABX-0020 | |
| dc.language.iso | en | |
| dc.publisher | EDP Sciences | |
| dc.subject.en | Ergodicity | |
| dc.subject.en | Piecewise-deterministic Markov process | |
| dc.subject.en | Jump processes | |
| dc.subject.en | ergodicity of Markov chains | |
| dc.subject.en | nonparametric estimation | |
| dc.subject.en | Switched dynamical systems | |
| dc.subject.en | Wasserstein distance | |
| dc.subject.en | Coupling | |
| dc.subject.en | numerical method | |
| dc.subject.en | Ergodicity. | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1051/proc/201444017 | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1309.6061 | |
| bordeaux.journal | ESAIM: Proceedings | |
| bordeaux.page | 276-290 | |
| bordeaux.volume | 44 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00865092 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00865092v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=ESAIM:%20Proceedings&rft.date=2014&rft.volume=44&rft.spage=276-290&rft.epage=276-290&rft.eissn=1270-900X&rft.issn=1270-900X&rft.au=AZA%C3%8FS,%20Romain&BARDET,%20Jean-Baptiste&GENADOT,%20Alexandre&KRELL,%20Nathalie&ZITT,%20Pierre-Andr%C3%A9&rft.genre=article |
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