Pages that link to "Item:Q1872341"

The following pages link to Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341):

Displaying 50 items.

• Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• (Q2925680) (← links)
• Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks (Q2939265) (← links)
• Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains (Q2954049) (← links)
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem (Q3056515) (← links)
• Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences (Q3085590) (← links)
• Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
• The Markov chain Monte Carlo revolution (Q3623558) (← links)
• Ordinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control Cost (Q4602532) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Perturbation analysis for denumerable Markov chains with application to queueing models (Q4662241) (← links)
• Asymptotic and non-asymptotic analysis for a hidden Markovian process with a quantum hidden system (Q4689494) (← links)
• Analysis of non-reversible Markov chains via similarity orbits (Q4993103) (← links)
• Higher order asymptotics for large deviations – Part I (Q4999982) (← links)
• A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates (Q5000392) (← links)
• Graph-combinatorial approach for large deviations of Markov chains (Q5054676) (← links)
• Risk sensitive control of pure jump processes on a general state space (Q5086421) (← links)
• Higher order asymptotics for large deviations — Part II (Q5157732) (← links)
• Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
• Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation (Q5219733) (← links)
• Exponential Growth of Bifurcating Processes with Ancestral Dependence (Q5262453) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Large deviations in non-uniformly hyperbolic dynamical systems (Q5387248) (← links)
• Convergence results on multitype, multivariate branching random walks (Q5697197) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384) (← links)
• Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence (Q5881040) (← links)
• Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains (Q5881041) (← links)
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
• Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors (Q6104013) (← links)
• A large deviation principle for the empirical measures of Metropolis-Hastings chains (Q6123273) (← links)
• Recent advances in the long-time analysis of killed degenerate processes and their particle approximation (Q6124977) (← links)
• Moderate deviations for lattice gases with mixing conditions (Q6126959) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
• A non‐conservative Harris ergodic theorem (Q6134541) (← links)
• Edgeworth expansions for volatility models (Q6136793) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
• Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications (Q6178577) (← links)
• On the stability of positive semigroups (Q6179330) (← links)
• Exponential quasi-ergodicity for processes with discontinuous trajectories (Q6198000) (← links)
• Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)
• Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
• Denumerable Markov stopping games with risk-sensitive total reward criterion. (Q6584493) (← links)
• Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains (Q6592137) (← links)
• Unbiased parameter estimation for partially observed diffusions (Q6622708) (← links)