Pages that link to "Item:Q1767550"

The following pages link to Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses (Q1767550):

Displaying 50 items.

• Stability properties of some particle filters (Q389073) (← links)
• Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (Q424504) (← links)
• Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
• A nonconventional local limit theorem (Q501827) (← links)
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times (Q537130) (← links)
• Risk-sensitive control with near monotone cost (Q607556) (← links)
• Large deviations for random dynamical systems and applications to hidden Markov models (Q617911) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials'' (Q900457) (← links)
• First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532) (← links)
• \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
• Forgetting the initial distribution for hidden Markov models (Q1016613) (← links)
• Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Geometric ergodicity and the spectral gap of non-reversible Markov chains (Q1930854) (← links)
• Large deviations of empirical measures of diffusions in weighted topologies (Q2024505) (← links)
• Markov chains in random environment with applications in queuing theory and machine learning (Q2029806) (← links)
• Ergodic theorems for queuing systems with dependent inter-arrival times (Q2060348) (← links)
• More on the long time stability of Feynman-Kac semigroups (Q2062277) (← links)
• Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
• Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
• Large deviations of Markov chains with multiple time-scales (Q2274301) (← links)
• Multiplicative ergodic theorem for a non-irreducible random dynamical system (Q2286687) (← links)
• Asymptotic exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets (Q2355115) (← links)
• Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
• Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory (Q2434495) (← links)
• Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
• Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
• Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
• Worst-case large-deviation asymptotics with application to queueing and information theory (Q2495380) (← links)
• Geometric ergodicity of the bouncy particle sampler (Q2657933) (← links)
• Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds (Q2675312) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Exponential concentration inequalities for additive functionals of Markov chains (Q2786488) (← links)
• Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• Tail asymptotics for busy periods (Q2921190) (← links)
• Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions (Q2986699) (← links)
• Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
• Uniform approximations of discrete-time filters (Q3603194) (← links)
• Ordinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control Cost (Q4602532) (← links)
• Analysis of non-reversible Markov chains via similarity orbits (Q4993103) (← links)
• A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates (Q5000392) (← links)
• Graph-combinatorial approach for large deviations of Markov chains (Q5054676) (← links)
• Risk sensitive control of pure jump processes on a general state space (Q5086421) (← links)
• Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter (Q5119640) (← links)
• Large deviations in non-uniformly hyperbolic dynamical systems (Q5387248) (← links)
• Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (Q5415104) (← links)
• Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence (Q5881040) (← links)
• Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains (Q5881041) (← links)