Pages that link to "Item:Q1872341"
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The following pages link to Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341):
Displaying 50 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Information geometry approach to parameter estimation in Markov chains (Q309718) (← links)
- Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes (Q340784) (← links)
- Large deviations for the empirical mean of an M/M/\(1\) queue (Q351495) (← links)
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control (Q361011) (← links)
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (Q424504) (← links)
- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
- Rate of convergence in the central limit theorem for strongly ergodic Markov chains (Q731666) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials'' (Q900457) (← links)
- \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
- Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph (Q989118) (← links)
- Large deviations in operator form (Q1007083) (← links)
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
- Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
- Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation (Q1633913) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Geometric ergodicity and the spectral gap of non-reversible Markov chains (Q1930854) (← links)
- On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
- The ODE method for some self-interacting diffusions on \(\mathbb R^d\) (Q1958508) (← links)
- The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain (Q1999881) (← links)
- Markov chains in random environment with applications in queuing theory and machine learning (Q2029806) (← links)
- Infinite server queues in a random fast oscillatory environment (Q2052947) (← links)
- More on the long time stability of Feynman-Kac semigroups (Q2062277) (← links)
- A. de Moivre theorem revisited (Q2070624) (← links)
- Information geometry approach to parameter estimation in hidden Markov model (Q2073215) (← links)
- Fundamental design principles for reinforcement learning algorithms (Q2094028) (← links)
- Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC (Q2112832) (← links)
- \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations (Q2183122) (← links)
- Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790) (← links)
- Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs (Q2238244) (← links)
- Recurrence of multidimensional persistent random walks. Fourier and series criteria (Q2295019) (← links)
- Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets (Q2355115) (← links)
- Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory (Q2434495) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes (Q2485826) (← links)
- Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
- Worst-case large-deviation asymptotics with application to queueing and information theory (Q2495380) (← links)
- A glimpse of the conformal structure of random planar maps (Q2515021) (← links)
- Runs in superpositions of renewal processes with applications to discrimination (Q2571233) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- Exponential concentration inequalities for additive functionals of Markov chains (Q2786488) (← links)
