When is a Markov chain regenerative?
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Publication:2444371
DOI10.1016/j.spl.2013.09.021zbMath1297.60048OpenAlexW2029889628WikidataQ60521555 ScholiaQ60521555MaRDI QIDQ2444371
Krishna B. Athreya, Vivekananda Roy
Publication date: 9 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.021
Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
- Markov chains and stochastic stability
- Regenerative block-bootstrap for Markov chains
- Bounds on regeneration times and convergence rates for Markov chains
- Nonparametric estimation in null recurrent time series.
- A splitting technique for Harris recurrent Markov chains
- A New Approach to the Limit Theory of Recurrent Markov Chains
- Regeneration-based bootstrap for Markov chains
- Regeneration in Markov Chain Samplers
- Measure Theory and Probability Theory