Laurent Miclo

On barycentric subdivision, with simulations (2010)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On the cut-off phenomenon for the transitivity of randomly generated subgroups (2009)

Galligo, André, Miclo, Laurent

Consider $K\geq2$ independent copies of the random walk on the symmetric group $S_N$ starting from the identity and generated by the products of either independent uniform transpositions or...

On the cut-off phenomenon for the transitivity of randomly generated subgroups (2009)

Galligo, André, Miclo, Laurent

Consider $K\geq2$ independent copies of the random walk on the symmetric group $S_N$ starting from the identity and generated by the products of either independent uniform transpositions or...

On characterizations of Metropolis type algorithms in continuous time (2009)

Diaconis, Persi, Miclo, Laurent

In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\wi X_t)_{t\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\geq0}$ and to a...

On barycentric subdivision, with simulations (2009)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On characterizations of Metropolis type algorithms in continuous time (2009)

Diaconis, Persi, Miclo, Laurent

In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\wi X_t)_{t\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\geq0}$ and to a...

On barycentric subdivision, with simulations (2009)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On characterizations of Metropolis type algorithms in continuous time (2009)

Diaconis, Persi, Miclo, Laurent

In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\wi X_t)_{t\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\geq0}$ and to a...

On barycentric subdivision (2009)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On characterizations of Metropolis type algorithms in continuous time (2009)

Diaconis, Persi, Miclo, Laurent

In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\wi X_t)_{t\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\geq0}$ and to a...

On barycentric subdivision (2009)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On the cut-off phenomenon for the transitivity of randomly generated subgroups (2009)

Galligo, André, Miclo, Laurent

Consider $K\geq2$ independent copies of the random walk on the symmetric group $S_N$ starting from the identity and generated by the products of either independent uniform transpositions or...

On the cut-off phenomenon for the transitivity of randomly generated subgroups (2009)

Galligo, André, Miclo, Laurent

Consider $K\geq2$ independent copies of the random walk on the symmetric group $S_N$ starting from the identity and generated by the products of either independent uniform transpositions or...

On the cut-off phenomenon for the transitivity of randomly generated subgroups (2009)

Galligo, André, Miclo, Laurent

Consider $K\geq2$ independent copies of the random walk on the symmetric group $S_N$ starting from the identity and generated by the products of either independent uniform transpositions or...

On characterizations of Metropolis type algorithms in continuous time (2009)

Diaconis, Persi, Miclo, Laurent

In the continuous time framework, a new definition is proposed for the Metropolis algorithm $(\wi X_t)_{t\geq0}$ associated to an a priori given exploratory Markov process $( X_t)_{t\geq0}$ and to a...

On barycentric subdivision (2009)

Diaconis, Persi, Miclo, Laurent

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov...

On absorbtion times and Dirichlet eigenvalues (2008)

Miclo, Laurent

This paper gives a stochastic representation in spectral terms for the absorbtion time $T$ of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields...

On absorbtion times and Dirichlet eigenvalues (2008)

Miclo, Laurent

This paper gives a stochastic representation in spectral terms for the absorbtion time $T$ of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

On absorbtion times and Dirichlet eigenvalues (2008)

Miclo, Laurent

This paper gives a stochastic representation in spectral terms for the absorbtion time $T$ of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields...

On absorbtion times and Dirichlet eigenvalues (2008)

Miclo, Laurent

This paper gives a stochastic representation in spectral terms for the absorbtion time $T$ of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

On absorbtion times and Dirichlet eigenvalues (2008)

Miclo, Laurent

This paper gives a stochastic representation in spectral terms for the absorbtion time $T$ of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields...

The convergence to equilibrium of neutral genetic models (2008)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

On eigenfunctions of Markov processes on trees (2007)

Miclo, Laurent

We begin by studying the eigenvectors associated to irreducible finite birth and death processes, showing that the $i^{\mathrm{th}}$ nontrivial eigenvector $\varphi_i$ admits a succession of $i$...

On eigenfunctions of Markov processes on trees (2007)

Miclo, Laurent

We begin by studying the eigenvectors associated to irreducible finite birth and death processes, showing that the $i^{\mathrm{th}}$ nontrivial eigenvector $\varphi_i$ admits a succession of $i$...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

Modified logarithmic Sobolev inequalities in null curvature (2007)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

On eigenfunctions of Markov processes on trees (2007)

Miclo, Laurent

We begin by studying the eigenvectors associated to irreducible finite birth and death processes, showing that the $i^{\mathrm{th}}$ nontrivial eigenvector $\varphi_i$ admits a succession of $i$...

On times to quasi-stationarity for birth and death processes (2007)

Diaconis, Persi, Miclo, Laurent

The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left end to...

On times to quasi-stationarity for birth and death processes (2007)

Diaconis, Persi, Miclo, Laurent

The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left end to...

On eigenfunctions of Markov processes on trees (2007)

Miclo, Laurent

We begin by studying the eigenvectors associated to irreducible finite birth and death processes, showing that the $i^{\mathrm{th}}$ nontrivial eigenvector $\varphi_i$ admits a succession of $i$...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

Modified logarithmic Sobolev inequalities in null curvature (2007)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

On eigenfunctions of Markov processes on trees (2007)

Miclo, Laurent

We begin by studying the eigenvectors associated to irreducible finite birth and death processes, showing that the $i^{\mathrm{th}}$ nontrivial eigenvector $\varphi_i$ admits a succession of $i$...

Modified logarithmic Sobolev inequalities in null curvature (2007)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

On times to quasi-stationarity for birth and death processes (2007)

Diaconis, Persi, Miclo, Laurent

The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left end to...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

Modified logarithmic Sobolev inequalities in null curvature (2007)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

On times to quasi-stationarity for birth and death processes (2007)

Diaconis, Persi, Miclo, Laurent

The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left end to...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

Modified logarithmic Sobolev inequalities in null curvature (2007)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

On times to quasi-stationarity for birth and death processes (2007)

Diaconis, Persi, Miclo, Laurent

The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left end to...

The convergence to equilibrium of neutral genetic models (2007)

Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain

This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Modified logarithmic Sobolev inequalities in null curvature (2006)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

Modified logarithmic Sobolev inequalities in null curvature (2006)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new logarithmic Sobolev inequality adapted to a log-concave measure on $\dR$ between the exponential and the Gaussian measure.

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite (2006)

Miclo, Laurent

On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l'hypothèse que certaines...

Modified logarithmic Sobolev inequalities in null curvature (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $\Phi$ is a symmetric convex function on $\dR$ satisfying $(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x)$...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Monotonicité des fonctions extrémales pour les inégalités de type Sobolev logarithmiques en dimension 1 (2005)

Miclo, Laurent

On montre que pour calculer les constantes optimales associées à diverses inégalités fonctionnelles en dimension 1, il suffit de considérer des fonctions monotones. On s'intéresse aux contextes...

Modified logarithmic Sobolev inequalities and transportation inequalities (2005)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a new class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or...

Quand est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ? (2005)

Miclo, Laurent

Classiquement, des inégalités de Hardy permettent d'estimer le trou spectral d'une diffusion réelle à un facteur 4 près. L'objectif de ce papier est d'essayer de mieux appréhender cette...

Modified logarithmic Sobolev inequalities and transportation inequalities (2004)

Gentil, Ivan, Guillin, Arnaud, Miclo, Laurent

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae (2000)

Del Moral, Pierre, Miclo, Laurent

Recently we have introduced Moran type interacting particle systems in order to numerically compute normalized continuous time Feynman-Kac formulae. These schemes can also be seen as approximating...

Sur les problèmes de sortie discrets inhomogènes (1996)

Miclo, Laurent

Let $(X^{(t)})_{t \geq 0}$ be a family of inhomogeneous Markov processes on a finite set M, whose jump intensities at the time $s \geq 0$ are given by $\exp(-\beta_s^{(t)} V(x, y))q(x, y)$ for all $x...