Occupation measures for Markov chains

DOI10.2307/1425817zbMath0389.60053OpenAlexW2030070978MaRDI QIDQ4171375

Jim W. Pitman

Publication date: 1977

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425817

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (21)

A conversation with Jim Pitman ⋮ Moments of transition-additive random variables defined on finite, regenerative random processes ⋮ Exact mixing times for random walks on trees ⋮ Precise large deviations for dependent regularly varying sequences ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains ⋮ Reward algorithms for semi-Markov processes ⋮ A Hitting Time Formula for the Discrete Green's Function ⋮ Mixing times for uniformly ergodic Markov chains ⋮ Extinction times and size of the surviving species in a two-species competition process ⋮ Hitting times for random walks on vertex-transitive graphs ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Exit Frequency Matrices for Finite Markov Chains ⋮ Exponential concentration inequalities for additive functionals of Markov chains ⋮ The Berry-Esseen theorem for functionals of discrete Markov chains ⋮ A first hitting time approach to finding effective spreaders in a network ⋮ Recurrence relations for generalized hitting times for semi-Markov processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains] ⋮ The occurrence of sequence patterns in ergodic Markov chains ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process ⋮ Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach

This page was built for publication: Occupation measures for Markov chains