Dean L. Isaacson

Available identifiers

zbMath Open isaacson.dean-lMaRDI QIDQ1327550

List of research outcomes

Publication	Date of Publication	Type
On strong ergodicity for nonhomogeneous continuous-time Markov chains	1994-07-12	Paper
Conditions for strong ergodicity using intensity matrices	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3792007	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3341618	1984-01-01	Paper
BETTER PRIORS FOR BAYESIAN BETTORS	1984-01-01	Paper
Proportional intensities and strong ergodicity for Markov processes	1983-01-01	Paper
Ergodicity for countable inhomogeneous Markov chains	1982-01-01	Paper
Strong ergodicity for continuous-time, non-homogeneous Markov chains	1982-01-01	Paper
Levels of null persistency for Markov chains	1982-01-01	Paper
A characterization of geometric ergodicity	1979-01-01	Paper
Strongly ergodic Markov chains and rates of convergence using spectral conditions	1978-01-01	Paper
On norml characterizations by the distribution of linear forms, assuming finite variance	1978-01-01	Paper
Criteria for strong ergodicity of Markov chains	1978-01-01	Paper
Strong ergodicity for continuous-time Markov chains	1978-01-01	Paper
Approximate behavior of the posterior distribution for a large observation	1977-01-01	Paper
The convergence of Cesaro averages for certain nonstationary Markov chains	1977-01-01	Paper
On solutions to min $$(X,{\text{ Y}})\mathop = \limits^d aX$$ and min $$(X,{\text{ Y}})\mathop = \limits^d aX\mathop = \limits^d bY$$	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4098444	1976-01-01	Paper
The rate of convergence of certain nonhomogeneous Markov chains	1976-01-01	Paper
Ergodicity Using Mean Visit Times	1976-01-01	Paper
L\(_1\) ergodic behavior of non-negative kernels	1974-01-01	Paper
A decomposition of square integrable martingales	1974-01-01	Paper
Positive columns for stochastic matrices	1974-01-01	Paper
Strongly ergodic behavior for non-stationary Markov processes	1973-01-01	Paper
On a Subclass of Square Integrable Martingales	1972-01-01	Paper
A decomposition of square integrable martingales	1972-01-01	Paper
Uniform Integrability of Square Integrable Martingales	1972-01-01	Paper
Continuous Martingales with Discontinuous Marginal Distributions	1971-01-01	Paper
Stochastic Integrals and Derivatives	1969-01-01	Paper
Note on the Three Series Theorem	1969-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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