Pages that link to "Item:Q3630869"
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The following pages link to Markov Chains and Stochastic Stability (Q3630869):
Displaying 50 items.
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift (Q782802) (← links)
- Stability of overshoots of zero mean random walks (Q782804) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- Ergodicity and asymptotic stability of Feller semigroups on Polish metric spaces (Q889815) (← links)
- On nonlinear TAR processes and threshold estimation (Q893070) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Monte Carlo methods for light propagation in biological tissues (Q900720) (← links)
- A new approach to Boltzmann's ergodic hypothesis (Q906115) (← links)
- \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
- Which ergodic averages have finite asymptotic variance? (Q1617127) (← links)
- Wealth and price distribution by diffusive approximation in a repeated prediction market (Q1620474) (← links)
- The strong Feller property for singular stochastic PDEs (Q1621704) (← links)
- Discrete one-dimensional coverage process on a renewal process (Q1631488) (← links)
- Exponential convergence rates of Markov chains under a weaken minorization condition (Q1633868) (← links)
- On the polynomial convergence rate to nonequilibrium steady states (Q1634187) (← links)
- Convergence and efficiency of adaptive importance sampling techniques with partial biasing (Q1637382) (← links)
- An empirical Bayes approach to identification of modules in dynamic networks (Q1641057) (← links)
- Random walks on binary strings applied to the somatic hypermutation of B-cells (Q1644684) (← links)
- Slow recurrent regimes for a class of one-dimensional stochastic growth models (Q1660304) (← links)
- Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
- Fast computation of stationary joint probability distribution of sparse Markov chains (Q1686210) (← links)
- Random iterations of homeomorphisms on the circle (Q1686353) (← links)
- On the existence and uniqueness of stationary equilibrium in Bewley economies with production (Q1693180) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- Stochastic stability of monotone economies in regenerative environments (Q1693197) (← links)
- Numerical simulation of polynomial-speed convergence phenomenon (Q1696954) (← links)
- A probabilistic approach to spectral analysis of growth-fragmentation equations (Q1702576) (← links)
- Asymptotic bias of stochastic gradient search (Q1704136) (← links)
- Elo ratings and the sports model: a neglected topic in applied probability? (Q1704712) (← links)
- Perturbation theory for Markov chains via Wasserstein distance (Q1708977) (← links)
- Analysis and optimization of resource control in high-speed railway wireless networks (Q1719121) (← links)
- Ancestral lineages and limit theorems for branching Markov chains in varying environment (Q1721914) (← links)
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues (Q1737963) (← links)
- How well do reduced models capture the dynamics in models of interacting neurons? (Q1738013) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Convergence rates for a class of estimators based on Stein's method (Q1740521) (← links)
- On the convergence of formally diverging neural net-based classifiers (Q1747388) (← links)
- Respondent-driven sampling and sparse graph convergence (Q1748549) (← links)
- Planning for the long run: programming with patient, Pareto responsive preferences (Q1757582) (← links)
- Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs (Q1761758) (← links)
- A note on bias and mean squared error in steady-state quantile estimation (Q1785384) (← links)
- Integral-type functionals of first hitting times for continuous-time Markov chains (Q1787121) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- Convergence of moments in a Markov-chain central limit theorem (Q1866445) (← links)
- Random logistic maps and Lyapunov exponents (Q1866446) (← links)
- Stochastic alternating projections (Q1928866) (← links)
- Geometric ergodicity and the spectral gap of non-reversible Markov chains (Q1930854) (← links)
