Étude spectrale minutieuse de processus moins indécis que les autres

Pierre Monmarché (1) , Laurent Miclo (1)

1 IMT - Institut de Mathématiques de Toulouse UMR5219

In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance betweeen the semigroup and the invariant measure throught time and to compare it with the corresponding reversible cases.

Mots clés: processus stochastique; ergodicité; hypocoercivité; irreversible

Domaines: Probabilités [math.PR]

Pierre Monmarché, Laurent Miclo. Étude spectrale minutieuse de processus moins indécis que les autres. Séminaire de Probabilités XLV, Vol. 2078, Springer, pp 459-481, 2013, Lecture Notes in Mathematics,, ⟨10.1007/978-3-319-00321-4_18⟩. ⟨hal-00732510⟩