Strong invariance principles for ergodic Markov processes (Q6200877): Difference between revisions

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+Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
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+Split invariance principles for stationary processes
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+Komlós-Major-Tusnády approximation under dependence
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+Criteria for recurrence and existence of invariant measures for multidimensional diffusions
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+The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov   Chain Monte Carlo Method
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+Basic properties of strong mixing conditions. A survey and some open questions
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+Large-Sample Results for Batch Means
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+On additive functionals of Markov chains
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+How big are the increments of a Wiener process?
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+THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
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+On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
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+Strong Consistency and Other Properties of the Spectral Variance Estimator
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+Strong Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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+Mean-Square Consistency of the Variance Estimator in Steady-State Simulation Output Analysis
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+Convergence of Distributions Generated by Stationary Stochastic Processes
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+Exponential ergodicity of the bouncy particle sampler
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+Exponential and uniform ergodicity of Markov processes
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+Variance reduction using nonreversible Langevin samplers
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+Geometric ergodicity of the bouncy particle sampler
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+Extensions of results of Komlós, Major, and Tusnády to the multivariate case
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+On the large increments of fractional Brownian motion
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+Piecewise deterministic Markov processes for continuous-time Monte Carlo
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+Batch means and spectral variance estimators in Markov chain Monte Carlo
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+Subgeometric ergodicity of strong Markov processes
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+Adaptive Markov Chain Monte Carlo through Regeneration
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+Estimating the asymptotic variance with batch means
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+Properties of Standardized Time Series Weighted Area Variance Estimators
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+Strong invariance principle for singular diffusions.
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+Almost sure invariance principles for partial sums of mixing B-valued random variables
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+On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
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+The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
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+Strong approximation for additive functionals of geometrically ergodic Markov chains
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+Stability of Markovian processes II: continuous-time processes and sampled chains
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+Regeneration in Markov Chain Samplers
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+A splitting technique for Harris recurrent Markov chains
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+Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
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+The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
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+On the size of the increments of nonstationary Gaussian processes
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+Nonparametric Statistical Data Modeling
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+High excursions of Bessel and related random processes
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+On the increments of Wiener and related processes
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+Irreversible Langevin samplers and variance reduction: a large deviations approach
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+Covariance inequalities for strongly mixing processes
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+Markov Chains and De-initializing Processes
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+Large-sample normality of the batch-means variance estimator
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+One-Dependent Regenerative Processes and Queues in Continuous Time
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+Optimal Mean-Squared-Error Batch Sizes
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+Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
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+Multivariate output analysis for Markov chain Monte Carlo
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+Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
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@@ Property / Wikidata QID: Q128925895 / rank @@
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+.1214/23-EJS2199
@@ Property / DOI: 10.1214/23-EJS2199 / rank @@
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