Pages that link to "Item:Q3630869"
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The following pages link to Markov Chains and Stochastic Stability (Q3630869):
Displaying 50 items.
- On long-term arbitrage opportunities in Markovian models of financial markets (Q1931649) (← links)
- On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory (Q1936815) (← links)
- On the convergence of nonlinear Markov chains (Q1945197) (← links)
- Analytic approximations of queues with lightly- and heavily-correlated autoregressive service times (Q1945562) (← links)
- PAC-Bayesian estimation and prediction in sparse additive models (Q1951111) (← links)
- Join the shortest queue among \(k\) parallel queues: tail asymptotics of its stationary distribution (Q1955512) (← links)
- Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
- Staircase patterns in words: subsequences, subwords, and separation number (Q1987094) (← links)
- On the rate of convergence to equilibrium for reflected Brownian motion (Q1992149) (← links)
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (Q1996782) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- A noise-induced transition in the Lorenz system (Q2021639) (← links)
- Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
- A continuous-time stochastic model of cell motion in the presence of a chemoattractant (Q2026588) (← links)
- Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
- A note on jump Atlas models (Q2032333) (← links)
- Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods (Q2041822) (← links)
- Exponential forgetting of smoothing distributions for pairwise Markov models (Q2042802) (← links)
- Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria (Q2042804) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- A Metropolis-class sampler for targets with non-convex support (Q2058894) (← links)
- Convergence of Markov chain transition probabilities (Q2064847) (← links)
- The random heat equation in dimensions three and higher: the homogenization viewpoint (Q2065716) (← links)
- Stochastic approximation cut algorithm for inference in modularized Bayesian models (Q2066747) (← links)
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- Markov chain simulation for multilevel Monte Carlo (Q2069944) (← links)
- On the mean field limit of the random batch method for interacting particle systems (Q2070421) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Mixing and hitting times for Gibbs samplers and other non-Feller processes (Q2073235) (← links)
- On convergence of random walks on moduli space (Q2073244) (← links)
- Regenerative properties of the linear Hawkes process with unbounded memory (Q2075331) (← links)
- Revisiting the Gelman-Rubin diagnostic (Q2075706) (← links)
- Criteria for geometric and algebraic transience for discrete-time Markov chains (Q2079159) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- Regularity of models associated with Markov jump processes (Q2084213) (← links)
- Generating diffusions with fractional Brownian motion (Q2089733) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Fundamental design principles for reinforcement learning algorithms (Q2094028) (← links)
- State space collapse for multi-class queueing networks under SBP service policies (Q2095029) (← links)
- Economic MPC of Markov decision processes: dissipativity in undiscounted infinite-horizon optimal control (Q2097762) (← links)
- Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates (Q2100013) (← links)
- On the Hill relation and the mean reaction time for metastable processes (Q2105078) (← links)
- How does noise induce order? (Q2107266) (← links)
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo (Q2108472) (← links)
- Variational formulas for asymptotic variance of general discrete-time Markov chains (Q2108480) (← links)
- A new approach to Pólya urn schemes and its infinite color generalization (Q2117435) (← links)
