How often does a Harris recurrent Markov chain recur?
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Cites work
- A New Approach to the Limit Theory of Recurrent Markov Chains
- A splitting technique for Harris recurrent Markov chains
- General Irreducible Markov Chains and Non-Negative Operators
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- Large deviations for vector-valued functionals of a Markov chain: Lower bounds
- Loi fonctionnelle du logarithme itéré pour les processus de Markov récurrents. (Functional iterated logarithm law for recurrent Markov processes)
- Markov chains and stochastic stability
- Moderate deviations for empirical measures of Markov chains: Upper bounds
- On additive functionals of Markov chains
- On Occupation Times for Markoff Processes
- On the global limit behaviour of Markov chains and of general nonsingular Markov processes
- The Influence of the Maximum Term in the Addition of Independent Random Variables
- The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization
- The range of stable random walks
- When is the cluster set of S//n/\(a_ n\) empty?
Cited in
(27)- Approximate regenerative-block bootstrap for Markov chains
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- On the range of a regenerative sequence
- On the distribution of first passage and return times for small sets
- Some dichotomy results for functionals of Harris recurrent Markov chains
- Moderate deviations for Markovian occupation times.
- On additive functionals of Markov chains
- On the limit laws of the second order for additive functionals of Harris recurrent Markov chains
- On the local time of the half-plane half-comb walk
- Nonlinear regressions with nonstationary time series
- Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks
- The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
- Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
- Strong approximations of additive functionals of a planar Brownian motion.
- Further criteria for positive Harris recurrence of Markov chains
- Skorokhod embeddings for two-sided Markov chains
- scientific article; zbMATH DE number 3896036 (Why is no real title available?)
- scientific article; zbMATH DE number 3905588 (Why is no real title available?)
- On the functional estimation of multivariate diffusion processes
- Nonparametric nonstationarity tests
- Some results and problems for anisotropic random walks on the plane
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation
- Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész
- Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular Markov chains
- Regenerative bootstrap for -null recurrent Markov chains
- Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
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