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

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scientific article; zbMATH DE number 7823212

Language	Label	Description	Also known as
English	Strong invariance principles for ergodic Markov processes	scientific article; zbMATH DE number 7823212

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scholarly article

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Strong invariance principles for ergodic Markov processes (English)

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Electronic Journal of Statistics

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publication date

25 March 2024

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full work available at URL

https://arxiv.org/abs/2111.12603

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https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-18/issue-1/Strong-invariance-principles-for-ergodic-Markov-processes/10.1214/23-EJS2199.full

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zbMATH Keywords

strong invariance principle

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piecewise deterministic Markov processes

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asymptotic variance estimation

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MaRDI profile type

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Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

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A New Approach to the Limit Theory of Recurrent Markov Chains

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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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Limit theorems for the zig-zag process

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The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data

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A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

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Ergodicity of the zigzag process

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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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The asymptotic validity of sequential stopping rules for stochastic simulations

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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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On the applicability of regenerative simulation in Markov chain Monte Carlo

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Limit theorems for null recurrent Markov processes

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Accelerating Gaussian diffusions

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Fixed-Width Output Analysis for Markov Chain Monte Carlo

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Foundations of Modern Probability

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An approximation of partial sums of independent RV's, and the sample DF. II

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An approximation of partial sums of independent RV'-s, and the sample DF. I

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Almost sure invariance principles for partial sums of mixing B-valued random variables

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On sub-geometric ergodicity of diffusion processes

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Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion

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Limit theorems for the square integral of Brownian motion and its increments

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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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An improvement of Strassen's invariance principle

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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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Strong approximations and sequential change-point analysis for diffusion processes

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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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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/23-EJS2199

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Sitelinks

Mathematics(1 entry)

mardi Publication:6200877

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