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Theses

Formes de Dirichlet et applications en théorie ergodique des chaînes de Markov

Abstract : Using Malliavin calculus and Dirichlet forms theory we study the absolute continuity of Markov chains ergodic measures. Both discrete and continuous case are studied. Establishing a strong reinforcement of energy image density, we are able to provide with speed of convergence to equilibrium of the distributions of the chain. Various consequences are deduced of this property such as the Rajchman property of the distributions of non degenerated random vector of Dirichlet spaces.
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https://tel.archives-ouvertes.fr/tel-00690724
Contributor : Guillaume Poly <>
Submitted on : Wednesday, April 25, 2012 - 11:02:12 AM
Last modification on : Thursday, March 19, 2020 - 12:26:02 PM
Long-term archiving on: : Thursday, July 26, 2012 - 2:20:34 AM

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  • HAL Id : tel-00690724, version 1

Citation

Guillaume Poly. Formes de Dirichlet et applications en théorie ergodique des chaînes de Markov. Probabilités [math.PR]. Université Paris-Est, 2011. Français. ⟨tel-00690724⟩

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