General Irreducible Markov Chains and Non-Negative Operators

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Moment inequalities for sums of dependent random variables under projective conditions
Approximate regenerative-block bootstrap for Markov chains
Large deviations of uniformly recurrent Markov additive processes
On non-singular renewal kernels with an application to a semigroup of transition kernels
Uniform limit theorems for Harris recurrent Markov chains
Queues as Harris recurrent Markov chains
Exponential convergence to equilibrium for a class of random-walk models
Some asymptotic results for the branching process with immigration
General branching processes as Markov fields
Bayesian reduced rank regression in econometrics
Renewal representations for Markov operators
Uniform Cesaro limit theorems for synchronous processes with applications to queues
Mathematical analysis of a neural network with inhibitory coupling
Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints
On the geometrical convergence of Gibbs sampler in R^d
Weak regenerative structure of an open Jackson queueing network
Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
On polynomial mixing bounds for stochastic differential equations
On convergence rates of Gibbs samplers for uniform distributions
Two convergence properties of hybrid samplers
The extremal index of a higher-order stationary Markov chain
Ergodicity of dissipative differential equations subject to random impulses
Large deviation lower bounds for arbitrary additive functionals of a Markov chain
Coupling and ergodic theorems for Fleming-Viot processes
Population models with environmental stochasticity
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Two ergodicity criteria for stochastically recursive sequences
Topological conditions enabling use of Harris methods in discrete and continuous time
Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
Two-sided Lundberg inequalities in a Markovian environment
Simulated annealing for constrained global optimization
Nonlinear renewal theory for Markov random walks
On geometric ergodicity of nonlinear autoregressive models
Moderate deviations for empirical measures of Markov chains: Lower bounds
On self-attracting \(d\)-dimensional random walks
On oscillating random walks
The geometric ergodicity and existence of moments for a class of nonlinear time series model
A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
Limit theorems for some doubly stochastic processes
General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
Ergodic and light traffic properties of a complex repairable system
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains
Moderate deviations for \(m\)-dependent random variables with Banach space values
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
On the theorem on asymptotic equidistribution of the convolution powers of symmetric measures on a unimodular group
``Super-overtaking optimal policies for Markov control processes
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Irreducibility results and conservativity of the absolute difference chain
Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
Phase transitions and metastability in Markovian and molecular systems
Uniformly integrable operators and large deviations for Markov processes
How often does a Harris recurrent Markov chain recur?
On geometric ergodicity of the MTAR process
Invariant probability measures for a class of Feller Markov chains
Random motions, classes of ergodic Markov chains and beta distributions
Bounds on regeneration times and convergence rates for Markov chains
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
Some dichotomy results for functionals of Harris recurrent Markov chains
A large scale analysis of unreliable stochastic networks
Large excursions and conditioned laws for recursive sequences generated by random matrices
Coexistence and extinction for stochastic Kolmogorov systems
A probabilistic approach to spectral analysis of growth-fragmentation equations
Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models
The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times
Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
Moderate deviation principle for \(m\)-dependent random variables
Convergence rates for semistochastic processes
Moderate deviations for Markov chains with atom.
On mixtures of distributions of Markov chains.
Small sets and Markov transition densities.
Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
Compound Poisson approximation for Markov chains using Stein's method
Recurrence relations for generalized hitting times for semi-Markov processes
Bound on the mass gap for finite volume stochastic Ising models at low temperature
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
Nonparametric estimation in null recurrent time series.
Distributed cooperative Bayesian learning strategies.
Bayesian analysis of nested logit model by Markov chain Monte Carlo.
Averaging principle of SDE with small diffusion: Moderate deviations
Spectral theory and limit theorems for geometrically ergodic Markov processes
Asymptotic properties of certain anisotropic walks in random media
Polynomial convergence rates of Markov chains
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
Multiplicative ergodicity and large deviations for an irreducible Markov chain.
Two-sided taboo limits for Markov processes and associated perfect simulation.
Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
Uniform Markov renewal theory and ruin probabilities in Markov random walks.
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
Premium adjustment by generalized adaptive exponential smoothing
Occupation measures for Markov chains
On additive functionals of Markov chains
About the Berry-Esseen theorem for weakly dependent sequences
A potential of fuzzy relations with a linear structure: The unbounded case

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