| Publication | Date of Publication | Type |
|---|
On strong ergodicity for nonhomogeneous continuous-time Markov chains
Stochastic Processes and their Applications | 1994-07-12 | Paper |
Conditions for strong ergodicity using intensity matrices
Journal of Applied Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4056721 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3876335 (Why is no real title available?) | 1984-01-01 | Paper |
BETTER PRIORS FOR BAYESIAN BETTORS
Australian Journal of Statistics | 1984-01-01 | Paper |
Proportional intensities and strong ergodicity for Markov processes
Journal of Applied Probability | 1983-01-01 | Paper |
Ergodicity for countable inhomogeneous Markov chains
Linear Algebra and its Applications | 1982-01-01 | Paper |
Levels of null persistency for Markov chains
Journal of Applied Probability | 1982-01-01 | Paper |
Strong ergodicity for continuous-time, non-homogeneous Markov chains
Journal of Applied Probability | 1982-01-01 | Paper |
A characterization of geometric ergodicity
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
Criteria for strong ergodicity of Markov chains
Journal of Applied Probability | 1978-01-01 | Paper |
Strong ergodicity for continuous-time Markov chains
Journal of Applied Probability | 1978-01-01 | Paper |
Strongly ergodic Markov chains and rates of convergence using spectral conditions
Stochastic Processes and their Applications | 1978-01-01 | Paper |
On norml characterizations by the distribution of linear forms, assuming finite variance
Stochastic Processes and their Applications | 1978-01-01 | Paper |
Approximate behavior of the posterior distribution for a large observation
The Annals of Statistics | 1977-01-01 | Paper |
The convergence of Cesaro averages for certain nonstationary Markov chains
Stochastic Processes and their Applications | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3519671 (Why is no real title available?) | 1976-01-01 | Paper |
The rate of convergence of certain nonhomogeneous Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
On solutions to min $$(X,{\text{ Y}})\mathop = \limits^d aX$$ and min $$(X,{\text{ Y}})\mathop = \limits^d aX\mathop = \limits^d bY$$
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
Ergodicity Using Mean Visit Times
Journal of the London Mathematical Society | 1976-01-01 | Paper |
Positive columns for stochastic matrices
Journal of Applied Probability | 1974-01-01 | Paper |
L\(_1\) ergodic behavior of non-negative kernels
Israel Journal of Mathematics | 1974-01-01 | Paper |
A decomposition of square integrable martingales
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
Strongly ergodic behavior for non-stationary Markov processes
The Annals of Probability | 1973-01-01 | Paper |
| On a Subclass of Square Integrable Martingales | 1972-01-01 | Paper |
A decomposition of square integrable martingales
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1972-01-01 | Paper |
Uniform Integrability of Square Integrable Martingales
Annals of Mathematical Statistics | 1972-01-01 | Paper |
Continuous Martingales with Discontinuous Marginal Distributions
Annals of Mathematical Statistics | 1971-01-01 | Paper |
Stochastic Integrals and Derivatives
Annals of Mathematical Statistics | 1969-01-01 | Paper |
Note on the Three Series Theorem
Annals of Mathematical Statistics | 1969-01-01 | Paper |
