scientific article; zbMATH DE number 3858118
From MaRDI portal
Publication:3326564
Recommendations
- Lectures on ergodic theory
- scientific article; zbMATH DE number 3920866
- scientific article; zbMATH DE number 1542660
- A Proof of the Subadditive Ergodic Theorem
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- scientific article; zbMATH DE number 908090
- Markov chains on metric spaces. A short course
- Some historical remarks and modern questions around the ergodic theorem
- Foundations of ergodic theory
- scientific article; zbMATH DE number 5593206
Cited in
(only showing first 100 items - show all)- Compound Poisson approximation for Markov chains using Stein's method
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes
- The asymptotic \(\sigma\)-algebra of a recurrent random walk on a locally compact group
- Asymptotics of a Brownian ratchet for protein translocation
- Geometric absolute regularity of Banach space-valued autoregressive processes.
- The variance constant for the actual waiting time of the PH/PH/1 queue
- On the range of a two-dimensional conditioned simple random walk
- A second main theorem of Nevanlinna theory for meromorphic functions on complex submanifolds in \(\mathbb C^{n}\)
- Harmonic analysis on graphs via Bratteli diagrams and path-space measures
- Harmonic analysis on the infinite symmetric group
- Energy transfer and joint diffusion
- Spread out random walks on homogeneous spaces
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- On the effect of perturbation of conditional probabilities in total variation
- The key renewal theorem for a transient Markov chain
- Second-order properties of regeneration-based bootstrap for atomic Markov chains
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- Brownian motion on treebolic space: positive harmonic functions
- Amenability and the Liouville property
- Large deviations for additive functionals of Markov chains
- Equitable solvent controls in a multi-period game model of risk
- Random walks on almost connected locally compact groups: Boundary and convergence
- On the Hopf decomposition
- Persistence of one-dimensional AR(1)-sequences
- The Minimal Harmonic Functions of Sojourn Processes of Certain Finite State Markov Chains
- A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments
- Dirichlet norms, capacities and generalized isoperimetric inequalities for Markov operators.
- Characterization and computation of infinite-horizon specifications over Markov processes
- Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment
- Mixing time and cutoff for one-dimensional particle systems
- Bounds for sums of random variables over a Markov chain
- What does a generic Markov operator look like?
- Thermodynamic formalism for transient potential functions
- New Hilbert space tools for analysis of graph Laplacians and Markov processes
- Moderate deviations for empirical measures of Markov chains: Lower bounds
- Ergodicity of a measure-valued Markov chain induced by random transformations
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
- Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
- Geometric ergodicity for classes of homogeneous Markov chains
- Growth of Sobolev norms and controllability of the Schrödinger equation
- Mixing times for uniformly ergodic Markov chains
- Right Markov processes and systems of semilinear equations with measure data
- Analysis of the archetypal functional equation in the non-critical case
- On ergodicity of general Markov chains
- Regeneration-based statistics for Harris recurrent Markov chains
- On the asymptotic and invariant \(\sigma\)-algebras of random walks on locally compact groups
- T. E. Harris's contributions to recurrent Markov processes and stochastic flows
- Tail asymptotics of maximums on trees in the critical case
- A Markovian and Roe-algebraic approach to asymptotic expansion in measure
- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
- Stochastic billiards with Markovian reflections in generalized parabolic domains
- Some topics in regenerative steady-state simulation
- Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities
- On transformations of Markov chains and Poisson boundary
- Evaluating default priors with a generalization of Eaton's Markov chain
- Symmetric measures, continuous networks, and dynamics
- Two-dimensional random interlacements and late points for random walks
- Asymptotic behavior of continuous stochastic games
- Martin boundary of random walks on certain \(d\)-dimensional hypergroups
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
- Asymptotically invariant sampling and averaging
- Regenerative block empirical likelihood for Markov chains
- Entropy and drift in word hyperbolic groups
- On recurrence and transience of self-interacting random walks
- Reflected Brownian motion with skew symmetric data in a polyhedral domain
- On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
- Spectral properties of a class of random walks on locally finite groups
- Connections and loops intertwinning
- The Poisson boundary of covering Markov operators
- Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
- Matricial function theory and weighted shifts
- Evaluation of formal posterior distributions via Markov chain arguments
- Context trees, variable length Markov chains and dynamical sources
- Representations of Hardy algebras: Absolute continuity, intertwiners, and superharmonic operators
- Uniformly ergodic probability measures
- Uniform ergodicity and strong stability estimates of homogeneous Markov chains
- Parameter maximum likelihood estimation problem for time periodic modulated drift Ornstein Uhlenbeck processes
- Stability of the Markov operator and synchronization of Markovian random products
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- A time aggregation approach to Markov decision processes
- Attracting graphs of skew products with non-contracting fiber maps
- Martin Boundaries of Random Walks: Ends of Trees and Groups
- Harmonic operators: the dual perspective
- scientific article; zbMATH DE number 513084 (Why is no real title available?)
- On the Rajchman property for self-similar measures on \(\mathbb{R}^d\)
- The Poisson boundary of Teichmüller space
- Further criteria for positive Harris recurrence of Markov chains
- The Monte Carlo computation error of transition probabilities
- On the coupling property of Lévy processes
- On infinite horizon optimal stopping of general random walk
- 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
- The recurrence of dynamic fuzzy systems
- Automobile System Safety Based on the Model for Stochastic Networks with Dependent Service Times
- Local asymptotic normality and mixed normality for Markov statistical models
- An effective Markov based approach for calculating the limit matrix in the analytic network process
- Doob: A Half-Century on
- The strong Liouville property for a class of random walks
- Brownian Motion With Polar Drift
- Regenerative closed queueing networks
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326564)