Reinforced Processes

Fluctuations of balanced urns with infinitely many colours
In this paper, we prove convergence and fluctuation results for measure-valued Pólya processes (MVPPs, also known as Pólya urns with …
Svante Janson, Cécile Mailler, Denis Villemonais
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Fluctuations of balanced urns with infinitely many colours
In this paper, we prove convergence and fluctuation results for measure-valued Pólya processes (MVPPs, also known as Pólya urns with …
Svante Janson, Cécile Mailler, Denis Villemonais
Cite Arxiv Link PDF (Arxiv)
Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and …
Michel Benaïm, Nicolas Champagnat, Denis Villemonais
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Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes
Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a …
Cécile Mailler, Denis Villemonais
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Exponential convergence to a quasi-stationary distribution and applications
This HDR is a reflection of my research since the end of my PhD thesis. It is also a presentation, in a more accessible form than in …
Denis Villemonais
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