TY - INPR
A1 - Pra, Paolo Dai
A1 - Louis, Pierre-Yves
A1 - Minelli, Ida G.
T1 - Complete monotone coupling for Markov processes
N2 - We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time.
T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 01
KW - Markov processes
KW - coupling
KW - partial ordering
KW - monotonicity conditions
KW - monotone random
KW - dynamical system representation
Y1 - 2008
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-18286
ER -
TY - INPR
A1 - Louis, Pierre-Yves
A1 - Rouquier, Jean-Baptiste
T1 - Time-to-Coalescence for interacting particle systems : parallel versus sequential updating
N2 - Studying the influence of the updating scheme for MCMC algorithm on spatially extended models is a well known problem. For discrete-time interacting particle systems we study through simulations the effectiveness of a synchronous updating scheme versus the usual sequential one. We compare the speed of convergence of the associated Markov chains from the point of view of the time-to-coalescence arising in the coupling-from-the-past algorithm. Unlike the intuition, the synchronous updating scheme is not always the best one. The distribution of the time-to-coalescence for these spatially extended models is studied too.
T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2009, 03
Y1 - 2009
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49454
ER -
TY - INPR
A1 - Louis, Pierre-Yves
T1 - Increasing Coupling of Probabilistic Cellular Automata
N2 - We give a necessary and sufficient condition for the existence of an increasing coupling of N (N >= 2) synchronous dynamics on S-Zd (PCA). Increasing means the coupling preserves stochastic ordering. We first present our main construction theorem in the case where S is totally ordered; applications to attractive PCAs are given. When S is only partially ordered, we show on two examples that a coupling of more than two synchronous dynamics may not exist. We also prove an extension of our main result for a particular class of partially ordered spaces.
T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2004, 04
KW - stochastic ordering
KW - Probabilistic Cellular Automata
KW - monotone coupling
Y1 - 2004
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51578
ER -
TY - INPR
A1 - Louis, Pierre-Yves
T1 - Coupling, space and time Mixing for parallel stochastic dynamics
N2 - We first introduce some coupling of a finite number of Probabilistic Cellular Automata dynamics (PCA), preserving the stochastic ordering. Using this tool, for a general attractive probabilistic cellular automata on SZd, where S is finite, we prove that a condition (A) is equivalent to the (time-) convergence towards equilibrium of this Markovian parallel dynamics, in the uniform norm, exponentially fast. This condition (A) means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite ‘box’-volume. For a class of reversible PCA dynamics on {−1, +1}Zd , with a naturally associated Gibbsian potential ϕ, we prove that a Weak Mixing condition for ϕ implies the validity of the assumption (A); thus the ‘exponential ergodicity’ of the dynamics towards the unique Gibbs measure associated to ϕ holds. On some particular examples of this PCA class, we verify that our assumption (A) is weaker than the Dobrushin-Vasershtein ergodicity condition. For some special PCA, the ‘exponential ergodicity’ holds as soon as there is no phase transition.
T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2004, 02
KW - Probabilistic Cellular Automata
KW - Interacting Particle Systems
KW - Coupling
KW - Attractive Dynamics
KW - Stochastic Ordering
KW - Weak Mixing Condition
Y1 - 2004
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-51560
ER -