Florent Malrieu

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2010)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2010)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

Long time behavior of diffusions with Markov switching (2010)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

Long time behavior of diffusions with Markov switching (2010)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Gr\"ubel showed...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guerin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

Long time behavior of diffusions with Markov switching (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get...

On the Laplace transform of perpetuities with thin tails (2009)

Bardet, Jean-Baptiste, Guérin, Hélène, Malrieu, Florent

We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation (2009)

Bolley, Francois, Guillin, Arnaud, Malrieu, Florent

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

On the long time behavior of the TCP window size process (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a wild potential...

On the long time behavior of the TCP window size process (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used over the Internet. This continuous time Markov process takes its values in $[0,\infty)$, is...

On the long time behavior of the TCP window size process (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

On the long time behavior of the TCP window size process (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2008)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a wild potential...

Probabilistic approach for granular media equations in the non uniformly convex case. (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2008)

Probabilistic approach for granular media equations in the non uniformly convex case. (2008)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2008)

On the long time behavior of the TCP window size process (2008)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used over the Internet. This continuous time Markov process takes its values in $[0,\infty)$, is...

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2008)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

On the long time behavior of the TCP window size process (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

On the long time behavior of the TCP window size process (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

Logarithmic Sobolev inequalities for inhomogeneous Markov semigroups (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

On the long time behavior of the TCP window size process (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

On the long time behavior of the TCP window size process (2008)

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with...

On the long time behavior of the TCP window size process (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

Probabilistic approach for granular media equations in the non uniformly convex case. (2008)

The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2008)

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2008)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Probabilistic approach for granular media equations in the non uniformly convex case. (2008)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2008)

Probabilistic approach for granular media equations in the non uniformly convex case. (2008)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2008)

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2007)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Propagation of chaos and Poincar\'e inequalities for a system of particles interacting through their cdf (2007)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf (2007)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

Probabilistic approach for granular media equations in the non uniformly convex case. (2006)

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also...

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Probabilistic approach for granular media equations in the non uniformly convex case. (2006)

Cattiaux, Patrick, Guillin, Arnaud, Malrieu, Florent

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2006)

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2006)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...

Logarithmic Sobolev Inequalities for Inhomogeneous Markov Semigroups (2006)

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift...