Introduction to ergodic rates for Markov chains and processes. With applications to limit theorems
zbMATH Open1379.60001MaRDI QIDQ2968569FDOQ2968569
Authors: A. M. Kulik
Publication date: 20 March 2017
Full work available at URL: https://publishup.uni-potsdam.de/opus4-ubp/files/7936/lpam02.pdf
Recommendations
couplingweak ergodicitystochastic stabilityinvariant probability measureHarris irreducibilityDobrushin conditiongeneral Harris-type theoremDöblin condition
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25)
Cited In (12)
- Eigenvalues, Inequalities, and Ergodic Theory
- The fractional Laplacian with reflections
- Kinetic SIR equations and particle limits
- Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
- Ergodic behavior of Markov processes. With applications to limit theorems
- Title not available (Why is that?)
- Markov chains on metric spaces. A short course
- On sub-geometric ergodicity of diffusion processes
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Ergodic Markov processes and Poisson equations (lecture notes)
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
- Markov models: stabilization and limit theorems
This page was built for publication: Introduction to ergodic rates for Markov chains and processes. With applications to limit theorems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2968569)