General Irreducible Markov Chains and Non-Negative Operators
From MaRDI portal
Publication:3344930
DOI10.1017/CBO9780511526237zbMath0551.60066MaRDI QIDQ3344930
Publication date: 1984
Discrete-time Markov processes on general state spaces (60J05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Spectral theory and limit theorems for geometrically ergodic Markov processes ⋮ Asymptotic properties of certain anisotropic walks in random media ⋮ Polynomial convergence rates of Markov chains ⋮ Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique ⋮ Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors ⋮ Some dichotomy results for functionals of Harris recurrent Markov chains ⋮ Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains. ⋮ Multiplicative ergodicity and large deviations for an irreducible Markov chain. ⋮ Two-sided taboo limits for Markov processes and associated perfect simulation. ⋮ Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ Uniform Markov renewal theory and ruin probabilities in Markov random walks. ⋮ A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling. ⋮ Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. ⋮ Premium adjustment by generalized adaptive exponential smoothing ⋮ Long-time behavior of stochastic multimolecular reaction model ⋮ Occupation measures for Markov chains ⋮ On additive functionals of Markov chains ⋮ A large scale analysis of unreliable stochastic networks ⋮ Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions ⋮ On the convergence rate of the ``out-of-order block Gibbs sampler ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach ⋮ About the Berry-Esseen theorem for weakly dependent sequences ⋮ Large excursions and conditioned laws for recursive sequences generated by random matrices ⋮ A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains ⋮ Coexistence and extinction for stochastic Kolmogorov systems ⋮ A potential of fuzzy relations with a linear structure: The unbounded case ⋮ Moderate deviations for \(m\)-dependent random variables with Banach space values ⋮ Pseudo-Poisson approximation for Markov chains ⋮ On the convergence of the Markov chain simulation method ⋮ Rates of convergence of the Hastings and Metropolis algorithms ⋮ Tails of passage-times and an application to stochastic processes with boundary reflection in wedges ⋮ On the theorem on asymptotic equidistribution of the convolution powers of symmetric measures on a unimodular group ⋮ \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations ⋮ Practical criteria for \(R\)-positive recurrence of unbounded semigroups ⋮ Geometric ergodicity and the spectral gap of non-reversible Markov chains ⋮ ``Super-overtaking optimal policies for Markov control processes ⋮ Limits of the Letac principle: the discrete case ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Generalized Dobrushin ergodicity coefficient and uniform ergodicities of Markov operators ⋮ A new CLT for additive functionals of Markov chains ⋮ Permanence and extinction for the stochastic SIR epidemic model ⋮ A probabilistic approach to spectral analysis of growth-fragmentation equations ⋮ Exact sampling for intractable probability distributions via a Bernoulli factory ⋮ Convergence parameter associated with a Markov chain and a family of functions ⋮ Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models ⋮ Irreducibility results and conservativity of the absolute difference chain ⋮ Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality ⋮ Absence of mass gap for a class of stochastic contour models. ⋮ Mixing times for uniformly ergodic Markov chains ⋮ On distributionally regenerative Markov chains ⋮ Honest exploration of intractable probability distributions via Markov chain Monte Carlo. ⋮ Phase transitions and metastability in Markovian and molecular systems ⋮ On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models ⋮ Chung's law for additive functionals of positive recurrent Markov chains ⋮ Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\) ⋮ The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times ⋮ Robust nonlinear regression estimation in null recurrent time series ⋮ Moment bounds for dissipative semimartingales with heavy jumps ⋮ Non-standard limits for a family of autoregressive stochastic sequences ⋮ On convergence rates for homogeneous Markov chains ⋮ Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Moderate deviation principle for \(m\)-dependent random variables ⋮ Invariant measure of a stochastic food-limited population model with regime switching ⋮ Convergence rates for semistochastic processes ⋮ Moderate deviations for Markov chains with atom. ⋮ On mixtures of distributions of Markov chains. ⋮ Small sets and Markov transition densities. ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Renewal theory and computable convergence rates for geometrically erdgodic Markov chains ⋮ Averaging principles for Markovian models of plasticity ⋮ General Bernstein-like inequality for additive functionals of Markov chains ⋮ Ergodic numerical approximation to periodic measures of stochastic differential equations ⋮ Optimal harvesting of a stochastic mutualism model with regime-switching ⋮ On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators ⋮ Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models ⋮ Compound Poisson approximation for Markov chains using Stein's method ⋮ A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets ⋮ Recurrence relations for generalized hitting times for semi-Markov processes ⋮ Bound on the mass gap for finite volume stochastic Ising models at low temperature ⋮ Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\) ⋮ Uniformly integrable operators and large deviations for Markov processes ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ How often does a Harris recurrent Markov chain recur? ⋮ On geometric ergodicity of the MTAR process ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk ⋮ On subexponential convergence to equilibrium of Markov processes ⋮ Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems ⋮ Nonparametric estimation in null recurrent time series. ⋮ Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process ⋮ Invariant probability measures for a class of Feller Markov chains ⋮ Random motions, classes of ergodic Markov chains and beta distributions ⋮ Bounds on regeneration times and convergence rates for Markov chains ⋮ Distributed cooperative Bayesian learning strategies. ⋮ A copula-based approximation to Markov chains ⋮ Bayesian analysis of nested logit model by Markov chain Monte Carlo.
This page was built for publication: General Irreducible Markov Chains and Non-Negative Operators
