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Étude spectrale minutieuse de processus moins indécis que les autres

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 2078)

Résumé

On cherche ici à quantifier la convergence à l’équilibre de processus de Markov non réversibles, en particulier en temps court. La simplicité des modèles considérés nous permet de donner une expression assez explicite de l’évolution temporelle de l’erreur L 2 en norme opérateur et de la comparer avec celle des cas réversibles correspondants.

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Acknowledgements

Nous sommes reconnaissant à Jérémy Leborgne pour l’élégant argument du lemme 13.

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Correspondence to Laurent Miclo .

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Miclo, L., Monmarché, P. (2013). Étude spectrale minutieuse de processus moins indécis que les autres. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLV. Lecture Notes in Mathematics(), vol 2078. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00321-4_18

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