{"entities":{"Q2463676":{"pageid":2474419,"ns":120,"title":"Item:Q2463676","lastrevid":73328787,"modified":"2026-04-14T15:27:27Z","type":"item","id":"Q2463676","labels":{"en":{"language":"en","value":"Extremal indices, geometric ergodicity of Markov chains and MCMC"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5220173"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$E3A39EDF-B221-4FE3-B4EC-3D43510092F3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3aba552fb8c08b271d3b5d334f3436b5aa8610d2","datavalue":{"value":{"text":"Extremal indices, geometric ergodicity of Markov chains and MCMC","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2463676$1D6FC56B-77CC-499D-91F8-DB31897773F4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"03e59d0a8d8fcd1b97747b6d4363047a15024ddf","datavalue":{"value":"1142.65011","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$BDC2B247-9A33-43D0-9B7D-319728E4BEAD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c53dd181e68c45fef24cc9bd65cf7521e00b4a66","datavalue":{"value":{"entity-type":"item","numeric-id":216423,"id":"Q216423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$BE0134EB-9723-4206-99FE-C35A0CE21DA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fe6a6fe091fd2cc236a7cdaeeeb7917d6e9d2ba0","datavalue":{"value":{"entity-type":"item","numeric-id":216424,"id":"Q216424"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$43269925-12EA-4B4C-8463-82A308C54154","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"145534863c6552048b3e2c7cbd50747f72d36264","datavalue":{"value":{"entity-type":"item","numeric-id":218767,"id":"Q218767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$9BB0C0C0-68DD-4424-B23E-C2FDB60F664E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"806d455abf2f9ed6189419807bd267339ba50940","datavalue":{"value":{"entity-type":"item","numeric-id":650737,"id":"Q650737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$D9770ADA-90D2-461F-84F6-815BAFE49F99","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88739480b1b569c4cc5fa77f7c8c776869d34476","datavalue":{"value":{"entity-type":"item","numeric-id":73763,"id":"Q73763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$235B75B7-0F73-4B42-8163-E10E80CAE959","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4ef757f8a85578cf2a1da408b2acd776e281f7f8","datavalue":{"value":{"time":"+2007-12-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2463676$E6092EF0-CADC-4447-BE93-D7CA7272BEEE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"3ad1092241eec227709699af97fb3140fb3d7cab","datavalue":{"value":"The extremal index \\(\\vartheta\\) of a stationary random sequence indicates dependence of the extremal events (e.g. the exceedances of a high level): \\(\\vartheta=1\\) corresponds to the independence, \\(\\vartheta=0\\) represents the strong clustering of extremal events. Connections between \\(\\vartheta\\) and geometrical ergodicity of Markov chains are investigated with special attention to the chains generated by a Metropolis algorithm (MA). It is shown that if a stationary distribution of MA has a long tail, then \\(\\vartheta=0\\). Geometrically ergodic (GE) chains under some mild condition have \\(\\vartheta>0\\). Explicit expressions for \\(\\vartheta\\) of GE MA are given.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2463676$B7CEC6A0-6F0F-4BBE-9FF6-3363A244F969","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b23b4581d19061667c697da14a890aa055e6f323","datavalue":{"value":"65C40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$B8B87037-4850-4D0D-AE30-CCE185C6F5B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$66A98AA5-9296-4E49-8DC0-D0A38799C2B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"69417b84cc431ede4e5ec12a55be58b45cd19ec0","datavalue":{"value":"60J22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$E91CD2EA-CCA0-4AEA-B380-D463A844217C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$A5C8C497-438E-4D27-9473-4D43FB71AA2A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"99a8e545cabfe0729073f09b224fbf96679c916b","datavalue":{"value":"5220173","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$8676A8E7-31FA-4C3A-B514-F2BA31DEA45A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7e8eecdc1c377e64f81485d4fbc99e14c2691aa","datavalue":{"value":"Markov chain Monte Carlo","type":"string"},"datatype":"string"},"type":"statement","id":"Q2463676$B67673A4-E9E5-4DCA-88B2-51AF9F14D007","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80e3f5fd278c43a00832e9bf42ae72ff628de37e","datavalue":{"value":"Metropolis algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q2463676$2E5B78B9-C14E-409A-ADB6-C313A19D9523","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bf0437d701a0e52bec53cd9009bbb7a813b03ec6","datavalue":{"value":"heavy tails","type":"string"},"datatype":"string"},"type":"statement","id":"Q2463676$DE976633-76B2-4247-9137-F57B9C116ABB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$6C5AC028-70D8-48D0-9704-67EF9FC0A471","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"aea393796eaf92be9e1ac84cdb57ad80407f0d50","datavalue":{"value":"Q58406743","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$27119EE4-10B4-4626-9046-C7386CEEE40D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e6c48037c282dabb93520adf4662e5f796b457b0","datavalue":{"value":"https://doi.org/10.1007/s10687-006-0028-5","type":"string"},"datatype":"url"},"type":"statement","id":"Q2463676$409A5158-ED6C-4922-A646-4FA5F7325C72","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cd9e21e90ed92f6b80509ef67d9b6f5bc5306819","datavalue":{"value":"W2045434610","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$41D33747-A097-4C26-9051-021479ABCD79","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f1165a528ea0c3c9aa988fe32511ae8b5ae33d8","datavalue":{"value":{"entity-type":"item","numeric-id":1320432,"id":"Q1320432"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$DEB3F5DE-22A6-4AA4-A9E9-B894EAD0F3C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea924b4ec727d413874c21870f4eaddb678f6f27","datavalue":{"value":{"entity-type":"item","numeric-id":4819027,"id":"Q4819027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$321E8AB9-88B1-479B-934B-09612BDB34F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e69202bad461e1d2cd9e66dbdf57cad2fcb87c1","datavalue":{"value":{"entity-type":"item","numeric-id":4665873,"id":"Q4665873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$74285A40-C218-4357-B289-8060D17906D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4e3e2c2acd2fabb35eff2a0eb25b3a8902e7ef8e","datavalue":{"value":{"entity-type":"item","numeric-id":2653198,"id":"Q2653198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$14A79936-E513-4900-8FA8-56262DD02B2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0c44d3a611b9f91f2b4415abc83a8a83bba9e7d","datavalue":{"value":{"entity-type":"item","numeric-id":1089678,"id":"Q1089678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$970DC96B-1A45-4ED3-9E4D-3554E44FF7F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44a31c6f0d5b29fa830427f260db452c3a7f8b49","datavalue":{"value":{"entity-type":"item","numeric-id":5568429,"id":"Q5568429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$0232EB1B-EF77-414E-9E0B-B7C0BE48DEC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"620408512d06aac4c942866aefede54a05193d96","datavalue":{"value":{"entity-type":"item","numeric-id":5681340,"id":"Q5681340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$4380670F-EEFF-4576-9E74-FECCAA86C833","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a26f5ecfe448d6f40e0f7366cc355ab79f229e2","datavalue":{"value":{"entity-type":"item","numeric-id":4743504,"id":"Q4743504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$4679D6F1-0BB3-443E-B745-A049A954CE33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c527d124aa3f6e78d26d4b245baabc3727efb52a","datavalue":{"value":{"entity-type":"item","numeric-id":1054063,"id":"Q1054063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$863B5B74-A946-4349-96F4-72D1E8530A4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"173e736e303f8b3b37b6a8904a09fc8a17413b06","datavalue":{"value":{"entity-type":"item","numeric-id":1922398,"id":"Q1922398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$4A1E9ADC-AC6D-43F6-911A-EDA02545C3FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0554f3dccbfc464e5a97829a436da1550d935054","datavalue":{"value":{"entity-type":"item","numeric-id":689061,"id":"Q689061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$8833F103-BC21-47F3-BCB8-27E9D25AD8A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ffd75afd26af912ed6cb000ffdbdd7bb2b7aa87","datavalue":{"value":{"entity-type":"item","numeric-id":4355366,"id":"Q4355366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$F5CA4380-C88C-4DFD-B9C1-855F84FD8D1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac4b2af8e6e2a92bfa8b75516d1836271a299e24","datavalue":{"value":{"entity-type":"item","numeric-id":1089669,"id":"Q1089669"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$08A2239E-4BEC-4D95-A60C-6C3E5B949010","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19f8a827dd8e917c417bfcfa6278ca415aaabac","datavalue":{"value":{"entity-type":"item","numeric-id":1333390,"id":"Q1333390"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$EC883FD3-0525-439D-ABE1-9E08ACDD2C58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9c788af9ade5dbb8ac69e50ff9f32e8d464384d","datavalue":{"value":{"entity-type":"item","numeric-id":4339344,"id":"Q4339344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$97E6CBA1-778F-48FF-8C7B-A0D965C1638B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b279dacb28d88144e6cd987f236618519b3a986","datavalue":{"value":{"entity-type":"item","numeric-id":1316598,"id":"Q1316598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$9D58E273-837E-419B-8D97-04E1E33FB8D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ead9954f6abb87b1c04bb17ca1352aa28372d95","datavalue":{"value":{"entity-type":"item","numeric-id":3800808,"id":"Q3800808"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$BA0EBA94-5D7A-4265-A179-807C3A414BF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0a0029983e040987b498b6061d2463ec1713454","datavalue":{"value":{"entity-type":"item","numeric-id":3410927,"id":"Q3410927"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$EFBF4C72-E9B6-494A-AB56-403015364ECA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"011e7fc56193e15d54aa017095e7d79e113a49d2","datavalue":{"value":{"entity-type":"item","numeric-id":3992284,"id":"Q3992284"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$F2DDCB8A-A757-495E-AB6F-26FDC3D075D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25f0b8ddf300fe621ac701ceb6be8ff782f56d05","datavalue":{"value":{"entity-type":"item","numeric-id":1296740,"id":"Q1296740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2463676$3749EDA7-69A7-4DA4-B0B4-1C4282700CA4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0b9def16032b257927d245434fccb6f292b75f1e","datavalue":{"value":"10.1007/S10687-006-0028-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2463676$CE0CEDF7-4F46-46EF-8964-A3DEF328C7A5","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3bdcb5318abd7b001729ffeadd706f61dac85a45","datavalue":{"value":{"entity-type":"item","numeric-id":3424392,"id":"Q3424392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a112a47f76dbd7bac45e26c81a02d6b69148aa7a","datavalue":{"value":{"amount":"+0.8998417854309082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2463676$C1F5C7A1-49CD-46CE-A9E5-40E0E82152AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6d6ce861ccc9fbaa8188f7695b74912c8d992657","datavalue":{"value":{"entity-type":"item","numeric-id":3992284,"id":"Q3992284"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56402d2994de151c8df017ee99aec53fa5446676","datavalue":{"value":{"amount":"+0.8005172610282898","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2463676$3D8B6A71-C1EC-4C4B-A562-225DA6AE26F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"441172e2ba7b165e993981b788a5cc131895e2f1","datavalue":{"value":{"entity-type":"item","numeric-id":4364894,"id":"Q4364894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95011dd2d6ad03c6fe582b00aae937a36d2984b2","datavalue":{"value":{"amount":"+0.7956023812294006","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2463676$C6C023F3-6315-4E45-96B3-6B967E83BEA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7989ce82d4cad04f3a606d36a3a1107446558b64","datavalue":{"value":{"entity-type":"item","numeric-id":1613599,"id":"Q1613599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5ccf17145ec7148b348e29393db1092d413a9135","datavalue":{"value":{"amount":"+0.7936707735061646","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2463676$86173B0C-59E3-404E-ABC2-A2F6FB7F6BAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3046bc28b32ecb02fc7ccf662b1e60848b302519","datavalue":{"value":{"entity-type":"item","numeric-id":1296740,"id":"Q1296740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d748accd833124f92125cfd555f7ed51d4ac62c","datavalue":{"value":{"amount":"+0.7817074060440063","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2463676$C1308EB1-5050-409C-9F7B-FFC242D9D6C0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Extremal indices, geometric ergodicity of Markov chains and MCMC","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Extremal_indices,_geometric_ergodicity_of_Markov_chains_and_MCMC"}}}}}