scientific article; zbMATH DE number 3121180

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A note on Harris' ergodic theorem, controllability and perturbations of harmonic networks
Some limit theorems for a general Markov process
Harris operators
The method of stochastic characteristics for linear second-order hypoelliptic equations
An alternative method of the proof of the ergodic theorem for general Markov chains
Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
A splitting technique for Harris recurrent Markov chains
Potential kernels for recurrent Markov chains
Markov chains with replacement
Existence of a $\sigma$ finite invariant mesure for a Markov process on a locally compact space
On the rate of convergence for infinite server Erlang-Sevastyanov's problem
Lévy Systems and Time Changes
scientific article; zbMATH DE number 3195764 (Why is no real title available?)
On invariant measures and dual excursions of Markov processes
Spectral gap for the growth-fragmentation equation via Harris's theorem
Heavy-traffic limits for stationary network flows
Hypocoercivity of linear kinetic equations via Harris's theorem
The kinetic Fokker-Planck equation with general force
A new approach to the existence of invariant measures for Markovian semigroups
Nonparametric density and regression estimation for Markov sequences without mixing assumptions
Criteria for the recurrence or transience of stochastic process. I
On the Asymptotic Behavior of a Run and Tumble Equation for Bacterial Chemotaxis
The spectral method and the central limit theorem for general Markov chains
Propri�t�s relatives des processus de Markov r�currents
Singular stationary measures are not always fractal
On the existence of $\sigma$-finite invariant measures for operators
Contributions to Doeblin's theory of Markov processes
The ergodic theorems for Markov chains with an arbitrary phase space
Generating diffusions with fractional Brownian motion
Recurrent points and transition functions acting on continuous functions
Asymptotic information for parametric estimation from an equilibrium particle process
Champs markoviens et mesures de Gibbs sur ${R}$
Geometric ergodicity of Langevin dynamics with Coulomb interactions
Existence of nonequilibrium steady state for a simple model of heat conduction
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
Classical limit theorems for measure-valued Markov processes
Markov chains recurrent in the sense of Harris
A stability conjecture on bandwidth sharing networks
Transition probabilities and contractions ofL ?
On the convergence of averages of mixing sequences
Ergodicity of a Galerkin approximation of three-dimensional magnetohydrodynamics system forced by a degenerate noise
A non‐conservative Harris ergodic theorem
Potentiel markovien récurrent des chaînes de Harris. (Recurrent Markov potential of Harris chains)
A martingale approach to the convergence of the iterates of a transition function
Mesure invariante sur les classes r�currentes des processus de Markov
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
Criteria for stochastic processes. II: Passage-time moments
On $\sigma$-finite invariant measures for Markov processes
Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
On the ?zero-two? law for conservative Markov processes
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
Using stochastic optimization to determine threshold values for the control of unreliable manufacturing systems
Asymptotic behaviour of neuron population models structured by elapsed-time
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
scientific article; zbMATH DE number 3292450 (Why is no real title available?)
T. E. Harris's contributions to recurrent Markov processes and stochastic flows
Opérateurs potentiels des chaînes et des processus de Markov irréductibles
Limit theorems for some continuous-time random walks
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
A probabilistic approach to spectral analysis of growth-fragmentation equations
A consistent nonparametric test of ergodicity for time series with applications
Nearest neighbor regression estimation for null-recurrent Markov time series
Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
Ergodicity of Galerkin approximations of surface quasi-geostrophic equations and Hall-magnetohydrodynamics system forced by degenerate noise
Theorems for conditional expectations, with applications to Markov processes
Ergodic and light traffic properties of a complex repairable system
Monotonic solutions of certain integral equations
Ratio limit theorems for Markov processes
The tail $\sigma$-fields of recurrent Markov processes
A voltage-conductance kinetic system from neuroscience: probabilistic reformulation and exponential ergodicity
Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups
A unified stability theory for classical and monotone Markov chains
Revisiting John Lamperti's maximal branching process
Asymptotic independence and individual ratio limit theorems
First passage times in portfolio optimization: a novel nonparametric approach
scientific article; zbMATH DE number 3426576 (Why is no real title available?)
Harris's method for non-conservative periodic semiflows and application to some non-local PDEs
On quantitative hypocoercivity estimates based on Harris-type theorems
Convergence rates of Metropolis-Hastings algorithms
Ergodicity of a certain class of Non Feller Models: Applications toARCHand Markov switching models
The spectral method and the central limit theorem for general Markov chains
Long time behavior of an age- and leaky memory-structured neuronal population equation
Some ratio limit Theorems for a general state space Markov Process
Recent Results on Recurrent Solutions and Limit Distributions of SDEs
Exponential ergodicity for singular McKean-Vlasov stochastic differential equations in weighted variation metric

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