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

MaRDI publication profile

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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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Komlós-Major-Tusnády approximation under dependence

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Limit theorems for the zig-zag process

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Ergodicity of the zigzag process

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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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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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Properties of Standardized Time Series Weighted Area Variance Estimators

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Strong invariance principle for singular diffusions.

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

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Strong approximation for additive functionals of geometrically ergodic Markov chains

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Strong approximations and sequential change-point analysis for diffusion processes

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Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory

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High excursions of Bessel and related random processes

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Covariance inequalities for strongly mixing 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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10.1214/23-ejs2199

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6200877

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