Random motions, classes of ergodic Markov chains and beta distributions

DOI10.1016/S0167-7152(00)00114-0zbMath0964.60072MaRDI QIDQ1591169

Christo Pirinsky, Jordan M. Stoyanov

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

ergodicitygeometric convergencetotal variation normbeta distributiongeneralized arcsine lawFréchet-Shohat theorem

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (10)

Donkey walk and Dirichlet distributions ⋮ Inference Problems Involving Moment Determinacy of Distributions ⋮ Stationary distributions and ergodicity of reflection-type Markov chains ⋮ On beta distributed limits of iterated linear random functions ⋮ On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex ⋮ On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1\)] ⋮ A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits ⋮ Ergodicity of a bounded Markov chain with attractiveness towards the centre ⋮ On explicit form of the stationary distributions for a class of bounded Markov chains ⋮ The stationary probability density of a class of bounded Markov processes

Cites Work

• Markov chains and stochastic stability
• The limit behavior of an interval splitting scheme
• General Irreducible Markov Chains and Non-Negative Operators
• Iterated Random Functions
• Geometric Convergence Rates for Stochastically Ordered Markov Chains
• Mass transhipment problems and ideal metrics
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