Markov Chains and Stochastic Stability
From MaRDI portal
Publication:3630869
DOI10.1017/CBO9780511626630zbMath1165.60001OpenAlexW4302617909MaRDI QIDQ3630869
Richard L. Tweedie, Sean P. Meyn
Publication date: 4 June 2009
Full work available at URL: https://doi.org/10.1017/cbo9780511626630
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (only showing first 100 items - show all)
Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes ⋮ Exponential ergodicity for a stochastic two-layer quasi-geostrophic model ⋮ A Model of Seasonal Savanna Dynamics ⋮ Convergence of nonequilibrium Langevin dynamics for planar flows ⋮ State estimation for aoristic models ⋮ Epicasting: an ensemble wavelet neural network for forecasting epidemics ⋮ Stability of a cascade system with two stations and its extension for multiple stations ⋮ Advanced Multilevel Monte Carlo Methods ⋮ Limit theorems for quantum trajectories ⋮ Gradient walks and $p$-harmonic functions ⋮ Exponential ergodicity of a degenerate age-size piecewise deterministic process ⋮ Subgroup‐adaptive randomization for subgroup confirmation in clinical trials ⋮ On the ergodic control of ensembles in the presence of non-linear filters ⋮ Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling ⋮ Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors ⋮ Stochastic and statistical stability of the classical Lorenz flow under perturbations modeling anthropogenic type forcing ⋮ The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations ⋮ Expanding measures: Random walks and rigidity on homogeneous spaces ⋮ Hoeffding's inequality for non-irreducible Markov models ⋮ Exponential mixing for random dynamical systems and an example of Pierrehumbert ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ Strong feller and ergodic properties of the (1+1)-affine process ⋮ Adaptive control of T-S fuzzy systems with Markov switching parameters through observer-based sliding mode approach ⋮ Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates ⋮ Recent Results on Recurrent Solutions and Limit Distributions of SDEs ⋮ Sample-path large deviations for a class of heavy-tailed Markov-additive processes ⋮ A non‐conservative Harris ergodic theorem ⋮ Time-reversal of multiple-force-point chordal \(\mathrm{SLE}_{\kappa} (\underline{\rho})\) ⋮ Speed up Zig-Zag ⋮ Stability of overshoots of Markov additive processes ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ A New and Unified Family of Covariate Adaptive Randomization Procedures and Their Properties ⋮ Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates ⋮ Random splitting of fluid models: unique ergodicity and convergence ⋮ Stability of a cascade system with multiple stations ⋮ Transform MCMC schemes for sampling intractable factor copula models ⋮ General criteria for the study of quasi-stationarity ⋮ Harnack inequalities and Gaussian estimates for random walks on metric measure spaces ⋮ On a Finite-Size Neuronal Population Equation ⋮ Layered networks, equilibrium dynamics, and stable coalitions ⋮ Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ Lower bounds from fitness levels made easy ⋮ The impacts of unobserved covariates on covariate-adaptive randomized experiments ⋮ Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain ⋮ Online Bootstrap Inference For Policy Evaluation In Reinforcement Learning ⋮ On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models ⋮ Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity ⋮ Quasi-stationary behavior for a piecewise deterministic Markov model of chemostat: the Crump-Young model ⋮ Risk-sensitive first passage stochastic games with unbounded costs ⋮ Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances ⋮ Randomness versus quasi-periodicity ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations ⋮ On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant ⋮ Undiscounted Markov Chain BSDEs to Stopping Times ⋮ Markov Systems in a General State Space ⋮ Partial differential equations and stochastic methods in molecular dynamics ⋮ Hastings-Metropolis algorithm on Markov chains for small-probability estimation ⋮ Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm ⋮ Bayesian computation: a summary of the current state, and samples backwards and forwards ⋮ On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ Exponential ergodicity of an affine two-factor model based on the α-root process ⋮ Typical representatives of free homotopy classes in multi-punctured plane ⋮ Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces ⋮ Poisson's Equation in Nonlinear Filtering ⋮ Principal Eigenvalues of Generalized Convolution Operators on the Circle and Spreading Speeds of Noncompact Evolution Systems in Periodic Media ⋮ Convergence of the Random Batch Method for Interacting Particles with Disparate Species and Weights ⋮ Bayesian Inverse Problems and Kalman Filters ⋮ Similarity-based model for ordered categorical data ⋮ Some notes on nonlinear cointegration: A partial review with some novel perspectives ⋮ Convergence of the Wang-Landau algorithm ⋮ Concentration of Contractive Stochastic Approximation and Reinforcement Learning ⋮ Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions ⋮ On the Marginal Standard Error Rule and the Testing of Initial Transient Deletion Methods ⋮ A mixture autoregressive model based on Student’s t–distribution ⋮ Weighted batch means estimators in Markov chain Monte Carlo ⋮ A new bivariate integer-valued GARCH model allowing for negative cross-correlation ⋮ Which ergodic averages have finite asymptotic variance? ⋮ Wealth and price distribution by diffusive approximation in a repeated prediction market ⋮ The strong Feller property for singular stochastic PDEs ⋮ Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks ⋮ A service system with on-demand agent invitations ⋮ Constrictive Markov operators induced by Markov processes ⋮ Dynamic scheduling with reconfiguration delays ⋮ Discrete one-dimensional coverage process on a renewal process ⋮ Exponential convergence rates of Markov chains under a weaken minorization condition ⋮ On the polynomial convergence rate to nonequilibrium steady states ⋮ Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Convergence and efficiency of adaptive importance sampling techniques with partial biasing ⋮ The Monte Carlo computation error of transition probabilities ⋮ Ergodicity and loss of capacity for a random family of concave maps
This page was built for publication: Markov Chains and Stochastic Stability