Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
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(35)- Trajectory theory
- Mixing properties of Markov operators and ergodic transformations, and ergodicity of Cartesian products
- The asymptotic distributional behaviour of transformations preserving infinite measures
- Theorems for conditional expectations, with applications to Markov processes
- Cocycles and the structure of ergodic group actions
- Rational ergodicity and a metric invariant for Markov shifts
- Amenable ergodic group actions and an application to Poisson boundaries of random walks
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- On the bounded cohomology of ergodic group actions
- Extremal clustering under moderate long range dependence and moderately heavy tails
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Point processes associated with stationary stable processes
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Equilibrium systems of recurrent Markov processes
- On a class of hyperfinite factors that arise from null-recurrent Markov chains
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
- Rational weak mixing in infinite measure spaces
- On an Ergodic Property of a Certain Class of Markov Processes
- A Note on Nonrecurrent Random Walks
- The tail \sigma-fields of recurrent Markov processes
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- Infinite measure preserving transformations with “mixing”
- On Regular Functions for Certain Markov Processes
- On convergence of information in spaces with infinite invariant measure
- Entropy of conservative transformations
- Isomorphism and Approximation of General State Markov Processes
- On the global limit behaviour of Markov chains and of general nonsingular Markov processes
- scientific article; zbMATH DE number 3379902 (Why is no real title available?)
- On the Equidistribution of Sums of Independent Random Variables
- Contributions to the Theory of Markov Chains. II
- Some Contributions to the Theory of Denumerable Markov Chains
- A consistent nonparametric test of ergodicity for time series with applications
- A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
- Stationary solution to stochastically forced Euler-Poisson equations in bounded domain. I: 3-D insulating boundary
- Time-changed extremal process as a random sup measure
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