Stability of Markovian processes II: continuous-time processes and sampled chains
From MaRDI portal
Publication:3142672
DOI10.2307/1427521zbMath0781.60052OpenAlexW2079184994MaRDI QIDQ3142672
Richard L. Tweedie, Sean P. Meyn
Publication date: 17 February 1994
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/655b461071b728ad50987458c13f12d01aeafac9
ergodicityrecurrenceresolventsdiffusion modelshypoelliptic generatorsstorage models with state-dependent release rules
Related Items (only showing first 100 items - show all)
Statistical inference for ergodic point processes and application to limit order book ⋮ Approximating a diffusion by a finite-state hidden Markov model ⋮ Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models ⋮ Exploratory HJB Equations and Their Convergence ⋮ Long time asymptotics for constrained diffusions in polyhedral domains ⋮ NONPARAMETRIC STOCHASTIC VOLATILITY ⋮ On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ Ergodicity properties of stress release, repairable system and workload models ⋮ Level sets and drift estimation for reflected Brownian motion with drift ⋮ Stationarity and Ergodicity for an Affine Two-Factor Model ⋮ A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs ⋮ Geometric ergodicity of the multivariate COGARCH(1,1) process ⋮ Moments and ergodicity of the jump-diffusion CIR process ⋮ A note on the Birkhoff ergodic theorem ⋮ Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching ⋮ Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ A Model of Seasonal Savanna Dynamics ⋮ On recurrence and transience of some Lévy-type processes in ℝ ⋮ Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming ⋮ Ergodicity of Lévy-Type Processes ⋮ Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes ⋮ Ergodic estimators of double exponential Ornstein-Uhlenbeck processes ⋮ Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups ⋮ Speed up Zig-Zag ⋮ Stability of overshoots of Markov additive processes ⋮ Threshold behavior and exponential ergodicity of an SIR epidemic model: the impact of random jamming and hospital capacity ⋮ The threshold of stochastic tumor-immune model with regime switching ⋮ Hypocoercivity Properties of Adaptive Langevin Dynamics ⋮ Threshold dynamics of stochastic H7N9 model with Markov switching and hybrid strategy ⋮ Optimizing Weighted Ensemble Sampling of Steady States ⋮ Bias reduction estimation for drift coefficient in diffusion models with jumps ⋮ Stochastic dynamics of human papillomavirus delineates cervical cancer progression ⋮ Stochastic Monotonicity of Markovian Multiclass Queueing Networks ⋮ Lévy Langevin Monte Carlo ⋮ Strong invariance principles for ergodic Markov processes ⋮ On ergodic properties of some Lévy-type processes ⋮ T. E. Harris's contributions to recurrent Markov processes and stochastic flows ⋮ PDMP characterisation of event-chain Monte Carlo algorithms for particle systems ⋮ Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ On level crossings for a general class of piecewise-deterministic Markov processes ⋮ Protection Zones for Survival of Species in Random Environment ⋮ On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant ⋮ Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations ⋮ A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION ⋮ Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré ⋮ On the stability of jump-diffusions with Markovian switching ⋮ Ergodicity of Markov Processes via Nonstandard Analysis ⋮ The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching ⋮ Ergodic properties and ergodic decompositions of continuous-time Markov processes ⋮ Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains ⋮ On a piece-wise deterministic Markov process model ⋮ Theoretical and numerical comparison of some sampling methods for molecular dynamics ⋮ ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES ⋮ The role of noise in finite ensembles of nanomagnetic particles ⋮ Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion ⋮ Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary ⋮ Exponential Ergodicity of the Jump-Diffusion CIR Process ⋮ Subgeometric rates of convergence for a class of continuous-time Markov process ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ A sufficient condition for the existence of an invariant probability measure for Markov processes ⋮ Small time central limit theorems for semimartingales with applications ⋮ Weak Poincaré inequalities for convolution probabilities measures ⋮ Ergodic behaviour of stochastic parabolic equations ⋮ Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process ⋮ Affine Invariant Interacting Langevin Dynamics for Bayesian Inference ⋮ Classification of Asymptotic Behavior in a Stochastic SIR Model ⋮ Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling ⋮ NONPARAMETRIC NONSTATIONARITY TESTS ⋮ Existence of equilibrium for infinite system of interacting diffusions ⋮ Multi-species neutron transport equation ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process ⋮ Limit theorems for the zig-zag process ⋮ Exponential ergodicity of an affine two-factor model based on the α-root process ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints ⋮ Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift ⋮ Stabilization of an Overloaded Queueing Network Using Measurement-Based Admission Control ⋮ A new approach to the existence of invariant measures for Markovian semigroups ⋮ Some theorems on Feller processes: Transience, local times and ultracontractivity ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line ⋮ Stationary distributions and convergence for Walsh diffusions ⋮ A Liapounov bound for solutions of the Poisson equation ⋮ Ergodicity of the zigzag process ⋮ A MATHEMATICAL APPROACH TO ORDER BOOK MODELING ⋮ Bounds for Deterministic and Stochastic Dynamical Systems using Sum-of-Squares Optimization ⋮ Multidimensional sticky Brownian motions as limits of exclusion processes ⋮ A note on the polynomial ergodicity of the one-dimensional Zig-Zag process ⋮ On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes ⋮ Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes ⋮ On the fluid approximation for a multiclass queue under non-preemptive SBP service discipline ⋮ Stochastic Liénard equations with state-dependent switching ⋮ Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. ⋮ Trends to equilibrium in total variation distance ⋮ Third-order asymptotic expansion of \(M\)-estimators for diffusion processes ⋮ Change detection in the Cox-Ingersoll-Ross model
This page was built for publication: Stability of Markovian processes II: continuous-time processes and sampled chains