General Irreducible Markov Chains and Non-Negative Operators

DOI10.1017/CBO9780511526237zbMATH Open0551.60066MaRDI QIDQ3344930FDOQ3344930

Publication date: 1984

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recurrence transience central limit theorems splitting technique irreducible chains

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05)

Cited In (only showing first 100 items - show all)

Rates in almost sure invariance principle for slowly mixing dynamical systems
Pseudo-Poisson approximation for Markov chains
Open queueing networks in discrete time -- some limit theorems
A new CLT for additive functionals of Markov chains
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
Invariant probability measures for a class of Feller Markov chains
On mixing and convergence rates for a family of Markov processes approximating SDEs
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
On asymptotics for Vaserstein coupling of Markov chains
Regenerative queueing processes and their qualitative and quantitative analysis
Nonparametric regression estimation in a null recurrent time series
Estimates of stability of Markov control processes with unbounded costs.
Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
Exponential convergence in probability for empirical means of Lévy processes
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Absence of mass gap for a class of stochastic contour models.
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
Bayesian analysis of nested logit model by Markov chain Monte Carlo.
Critical percolation of virtually free groups and other tree-like graphs
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Doob: A Half-Century on
Coupling and ergodic theorems for Markov chains with damping component
Asymptotic optimality of isoperimetric constants
Some remarks on MCMC estimation of spectra of integral operators
On improved bounds and conditions for the convergence of Markov chains
Estimation of the Entropy Rate of a Countable Markov Chain
Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
Approximate regenerative-block bootstrap for Markov chains
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem
Small sets and Markov transition densities.
Random motions, classes of ergodic Markov chains and beta distributions
Nonstandard central limit theorems for Markov chains
Asymptotic decomposition of substochastic operators and semigroups
Renewal representations for Markov operators
Local consistency of Markov chain Monte Carlo methods
Multiplicative ergodicity and large deviations for an irreducible Markov chain.
A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
Dynamics of a stochastic regime-switching predator-prey model with modified Leslie-Gower Holling-type II schemes and prey harvesting
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Mathematical analysis of a neural network with inhibitory coupling
A renewal approach to Markovian \(U\)-statistics
A copula-based approximation to Markov chains
An alternative method of the proof of the ergodic theorem for general Markov chains
Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
Coexistence and extinction for stochastic Kolmogorov systems
On the spectrum of Markov semigroups via sample path large deviations
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
Generalized Dobrushin ergodicity coefficient and uniform ergodicities of Markov operators
On quasi-successful couplings of Markov processes
Faithful couplings of Markov chains: Now equals forever
On additive functionals of Markov chains
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
Mixing times for uniformly ergodic Markov chains
Regeneration-based statistics for Harris recurrent Markov chains
Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
On \(L_1\)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications
Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
The Andersen thermostat in molecular dynamics
Classification of asymptotic behavior in a stochastic SIR model
Transition operators on co-compact \(G\)-spaces
Large deviation asymptotics and control variates for simulating large functions
Polynomial convergence rates of Markov chains
Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
Rates of convergence of the Hastings and Metropolis algorithms
Maximal coupling procedure and stability of discrete Markov chains. I
Nonparametric estimation in a nonlinear cointegration type model
General branching processes as Markov fields
Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
On polynomial mixing bounds for stochastic differential equations
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Moment inequalities for sums of dependent random variables under projective conditions
Ascent-Based Monte Carlo Expectation– Maximization
On mean central limit theorems for stationary sequences
Rare event simulation for processes generated via stochastic fixed point equations
A large scale analysis of unreliable stochastic networks
Averaging principle of SDE with small diffusion: Moderate deviations
Case study of Swiss mortality using Bayesian modeling
Bootstrap uniform central limit theorems for Harris recurrent Markov chains
Phase transitions and metastability in Markovian and molecular systems
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Bayesian reduced rank regression in econometrics
Nonparametric estimation in null recurrent time series.
A new proof of convergence of MCMC via the ergodic theorem
Uniform consistency for nonparametric estimators in null recurrent time series
Ergodicity and loss of capacity for a random family of concave maps
Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality
Ergodicity of Markov chain Monte Carlo with reversible proposal
Bayesian system identification via Markov chain Monte Carlo techniques
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
On geometric ergodicity of the MTAR process
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Metric properties of discrete time exclusion type processes in continuum
Precise large deviations for dependent regularly varying sequences
Explicit error bounds for lazy reversible Markov chain Monte Carlo
Bounds on regeneration times and convergence rates for Markov chains

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