Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (Q3080996): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/17442500903456886 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2127188653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4144754 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing: Properties and examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroskedasticity and changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid Systems: Computation and Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for stochastic hybrid systems with application to communication networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4421713 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform acceleration expansions for Markov chains with time-varying rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: An invariance principle for \(\phi\)-mixing sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation of Variables in Dynamic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularly perturbed Markov chains: limit results and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization / rank
 
Normal rank

Latest revision as of 20:22, 3 July 2024

scientific article
Language Label Description Also known as
English
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
scientific article

    Statements

    Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (English)
    0 references
    0 references
    0 references
    0 references
    11 March 2011
    0 references
    two timescales
    0 references
    mixing sequence
    0 references
    strong approximation
    0 references
    Markov chain
    0 references

    Identifiers