Geometric ergodicity and R-positivity for general Markov chains
From MaRDI portal
Publication:1246941
Cited in
(30)- A splitting technique for Harris recurrent Markov chains
- A Poisson INAR(1) model with serially dependent innovations
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Statistics of robust optimization: a generalized empirical likelihood approach
- Quasi-compactness and absolutely continuous kernels
- Maximal coupling procedure and stability of discrete Markov chains. I
- Strongly ergodic Markov chains and rates of convergence using spectral conditions
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
- The coupling of renewal processes and its applications
- Two-sided taboo limits for Markov processes and associated perfect simulation.
- scientific article; zbMATH DE number 3555146 (Why is no real title available?)
- Pointwise convergence of the iterates of a Harris-recurrent Markov operator
- A characterization of geometric ergodicity
- A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
- Approximations of geometrically ergodic reversible Markov chains
- The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Maximal coupling procedure and stability of discrete Markov chains. II
- Scaling limit of subcritical contact process
- Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model
- Structural characterization of taboo-stationarity for general processes in two-sided time.
- Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- The impact of stress factors on the price of widow's pensions
- 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
- Markov-chain monte carlo: Some practical implications of theoretical results
- Moderate deviations for Markov chains with atom.
- On some basic features of strictly stationary, reversible Markov chains
This page was built for publication: Geometric ergodicity and R-positivity for general Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1246941)
