Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models

DOI10.3150/17-BEJ970zbMath1440.60068arXiv1508.01644WikidataQ128785588 ScholiaQ128785588MaRDI QIDQ1715523

Anne Auger, Alexandre Chotard

Publication date: 28 January 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01644

zbMATH Keywords

Markov chainsirreducibilityevolution strategiesaperiodicitycontrollability matrix\(T\)-chaindeterministic control modelglobally attracting state

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05) Controllability (93B05) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Scaling-invariant functions versus positively homogeneous functions ⋮ On invariance and linear convergence of evolution strategies with augmented Lagrangian constraint handling ⋮ Global linear convergence of evolution strategies with recombination on scaling-invariant functions ⋮ Temporally local maximum likelihood with application to SIS model ⋮ Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models

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