Geometric ergodicity and R-positivity for general Markov chains
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Publication:1246941
DOI10.1214/AOP/1176995527zbMATH Open0378.60051OpenAlexW1991247213MaRDI QIDQ1246941FDOQ1246941
Authors: Esa Nummelin, R. L. Tweedie
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995527
Cited In (30)
- The coupling of renewal processes and its applications
- Strongly ergodic Markov chains and rates of convergence using spectral conditions
- Moderate deviations for Markov chains with atom.
- A splitting technique for Harris recurrent Markov chains
- Pointwise convergence of the iterates of a Harris-recurrent Markov operator
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Maximal coupling procedure and stability of discrete Markov chains. I
- A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
- The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- Maximal coupling procedure and stability of discrete Markov chains. II
- Approximations of geometrically ergodic reversible markov chains
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains
- Scaling limit of subcritical contact process
- Markov-chain monte carlo: Some practical implications of theoretical results
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Structural characterization of taboo-stationarity for general processes in two-sided time.
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
- The Impact of Stress Factors on the Price of Widow’s Pensions
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- A Poisson INAR(1) model with serially dependent innovations
- Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model
- An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists
- Quasi-compactness and absolutely continuous kernels
- Two-sided taboo limits for Markov processes and associated perfect simulation.
- A characterization of geometric ergodicity
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- On some basic features of strictly stationary, reversible Markov chains
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