A New Approach to the Limit Theory of Recurrent Markov Chains

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Cited in

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Periodic regeneration
Regenerative structure of Markov chains simulated via common random numbers
On the significance of absolutely continuous invariant measures
A note on strong mixing of ARMA processes
Renewal theorem for a class of stationary sequences
Large deviations of uniformly recurrent Markov additive processes
On non-singular renewal kernels with an application to a semigroup of transition kernels
Limit theorems for recurrent semi-Markov processes and Markov renewal processes
Uniform limit theorems for Harris recurrent Markov chains
Queues as Harris recurrent Markov chains
Simulation methods of queues: An overview
Some asymptotic results for the branching process with immigration
Sur la définition des classes cycliques des chaînes de Harris
A refinement of the coupling method in renewal theory
A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
Renewal representations for Markov operators
Construction of a stationary regenerative process
Bootstrapping the autocorrelation coefficient of finite Markov chains
Large deviation lower bounds for arbitrary additive functionals of a Markov chain
Coupling and ergodic theorems for Fleming-Viot processes
On the Markov renewal theorem
Two ergodicity criteria for stochastically recursive sequences
Blackwell's renewal theorem for certain linear submartingales and coupling
Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
Regeneration for chains with infinite memory
On the structure of stable random walks
Single-server queues with spatially distributed arrivals
Nonexistence of a class of variate generation schemes.
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
Rigorous results for the NK model.
How often does a Harris recurrent Markov chain recur?
Bounds on regeneration times and convergence rates for Markov chains
Convergence rates for semistochastic processes
Moderate deviations for Markov chains with atom.
Small sets and Markov transition densities.
Fluctuation theory for Markov random walks
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
Singularity of the density of states for one-dimensional chains with random couplings
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
Strong memoryless times and rare events in Markov renewal point processes.
Occupation measures for Markov chains
On additive functionals of Markov chains
On the convergence of the Markov chain simulation method
On random coefficient INAR(1) processes
CLTs and asymptotic variance of time-sampled Markov chains
On distributionally regenerative Markov chains
Self-normalized Cramér-type moderate deviations for functionals of Markov chain
General Bernstein-like inequality for additive functionals of Markov chains
Dispatching to parallel servers. Solutions of Poisson's equation for first-policy improvement
Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
Brownian bees in the infinite swarm limit
Non-standard limits for a family of autoregressive stochastic sequences
Zero-sum stochastic games with partial information and average payoff
A Brownian particle in a microscopic periodic potential
Reactive trajectories and the transition path process
A renewal approach to Markovian \(U\)-statistics
The Berry-Esseen bound for general Markov chains
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
Solutions to complex smoothing equations
\(r\)-quick convergence for regenerative processes with applications to sequential analysis
On the Markov chain Monte Carlo (MCMC) method
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Navigation on a Poisson point process
Nonasymptotic bounds on the estimation error of MCMC algorithms
When is a Markov chain regenerative?
Heavy tailed solutions of multivariate smoothing transforms
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
On some fields of research initiated by Academician I. N. Kovalenko
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
One-dimensional linear recursions with Markov-dependent coefficients
The radial spanning tree of a Poisson point process
Continuous-time QBD processes with continuous phase variable
A central limit theorem for biased random walks on Galton-Watson trees
Convergence rates in monotone separable stochastic networks
Approximation of sojourn-times via maximal couplings: motif frequency distributions
Dynamic programming for ergodic control with partial observations.
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Exponential concentration inequalities for additive functionals of Markov chains
Accelerated regeneration for Markov chain simulations
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
On a directionally reinforced random walk
On independent statistical decision problems and products of diffusions
Examples for the Theory of Strong Stationary Duality with Countable State Spaces
Improving Stochastic Relaxation for Gussian Random Fields
Regeneration-based statistics for Harris recurrent Markov chains
Stationary flows and uniqueness of invariant measures
Wide-sense regeneration for Harris recurrent Markov processes: an open problem
The ergodic theorems for Markov chains with an arbitrary phase space
On the functional estimation of multivariate diffusion processes
The spectral method and the central limit theorem for general Markov chains
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Monte Carlo methods for improper target distributions
Bayesian networks: regenerative Gibbs samplings
F-KPP scaling limit and selection principle for a Brunet-Derrida type particle system
An alternative method of the proof of the ergodic theorem for general Markov chains
Integral estimation based on Markovian design

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