Denis Villemonais

Denis Villemonais

Assistant professor in Applied Mathematics - Membre junior IUF

Université de Lorraine


My researches focus on Markov processes with absorbing states conditioned to not be absorbed and, more precisely, on quasi-stationary distributions. Beside the existence, uniqueness or domain of attraction of quasi-stationary distributions, I am also interested in the approximation of the conditioned distribution of Markov processes and, more precisely, in a method based on the hydrodynamic limit of a mean-field interacting particle system.

I am also interested in medical, biological and ecological models. In particular, in collaboration with the CHU of Nancy, we study the telomere length distribution evolution during adult life and its medical implications.

Download my resumé.

Open position for a Master internship in Nancy:

PhD student:

Former PhD Student and Post-doctoral fellows:

  • Quasi-stationary distributions
  • Penalized Markov processes
  • Branching processes
  • Applications to biological and ecological systems
  • Reinforced processes
  • Coarse Ricci curvature
  • HDR in Applied Mathematics, 2019

    Université de Lorraine

  • PhD in Applied Mathematics, 2011

    Ecole Polytechnique (Palaiseau, France)

  • Master in Probability theory, 2008

    Université d'Orsay

  • Ecole Normale Supérieure (MP2004), 2004-2008

    Ecole Normale Supérieure

Recent Publications

(2022). Transcritical bifurcation for the conditional distribution of a diffusion process. (to appear in Journal of Theoretical Probability).

Cite Publisher Link Arxiv Link PDF (Arxiv)

(2022). General criteria for the study of quasi-stationarity. (to appear in Electronic Journal of Probability).

Cite Arxiv Link PDF (Arxiv)

(2022). General diffusion processes as the limit of time-space Markov chains. (to appear in Annals of Applied Probabilty).

Cite Hal link PDF (Hal)

Curriculum Vitae

Institut Universitaire de France
Membre Junior IUF
2023 – Present Nancy, France
École des Mines de Nancy
Head of the Department in Applied Mathematics
2022 – Present Nancy, France
École des Mines de Nancy and Institut Élie Cartan de Lorraine (University of Lorraine)
Assistant Professor in Applied Mathematics
2012 – Present Nancy, France
École des Mines de Nancy
Head of the Major in Mathematical Engineering
2015 – 2022 Nancy, France
University of Lorraine
Habilitation à diriger des recherches
2019 – 2020 Nancy, France
École des Mines de Nancy
Elected member of the CE
2016 – 2021 Nancy, France
Postdoctoral position in the TOSCA Team (INRIA)
2011 – 2012 Nancy, France
École Polytechnique
PhD Thesis under the direction of Sylvie Méléard
2008 – 2011 Palaiseau, France
École Normale Supérieure
Normale Sup (MP2004)
2004 – 2008 Paris, France

This includes:

  • Master 2 - Probability (Université d’Orsay - Paris XI)
  • Agrégation de mathématiques
  • Licence 3, Master 1 of mathematics (Université d’Orsay - Paris XI)