General Irreducible Markov Chains and Non-Negative Operators

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

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Cited in

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Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models
Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
Rare event simulation for processes generated via stochastic fixed point equations
Premium adjustment by generalized adaptive exponential smoothing
Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
Regenerative queueing processes and their qualitative and quantitative analysis
A regularity condition and a limit theorem for Harris ergodic Markov chains
Nonparametric regression estimation in a null recurrent time series
Maximal coupling and stability of discrete non-homogeneous Markov chains
Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
Ascent-Based Monte Carlo Expectation– Maximization
The geometric ergodicity and existence of moments for a class of nonlinear time series model
Irreducible Markov Operators on C(S)
Markov chain approach to identifying Wiener systems
A large scale analysis of unreliable stochastic networks
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.
An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition
Maximal coupling procedure and stability of discrete Markov chains. II
An inequality for the coupling moment in the case of two inhomogeneous Markov chains
Metropolis integration schemes for self-adjoint diffusions
Exponential convergence in probability for empirical means of Lévy processes
The impact of stress factors on the price of widow's pensions
On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
Discrete-time semi-Markov random evolutions and their applications
Case study of Swiss mortality using Bayesian modeling
Nonlinear regressions with nonstationary time series
Bootstrap uniform central limit theorems for Harris recurrent Markov chains
Averaging principle of SDE with small diffusion: Moderate deviations
SPECTRAL CONDITIONS FOR UNIFORM P-ERGODICITIES OF MARKOV OPERATORS ON ABSTRACT STATES SPACES
Ergodic Behaviour of a Multi-Type Growth-Fragmentation Process Modelling the Mycelial Network of a Filamentous Fungus
Large deviations of uniformly recurrent Markov additive processes
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Phase transitions and metastability in Markovian and molecular systems
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Bayesian reduced rank regression in econometrics
A new proof of convergence of MCMC via the ergodic theorem
Primitivity and Hurwitz Primitivity of Nonnegative Matrix Tuples: A Unified Approach
Absence of mass gap for a class of stochastic contour models.
A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
Nonparametric estimation in null recurrent time series.
\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
Transition functions for evolutionary algorithms on continuous state-space
On the geometrical convergence of Gibbs sampler in R^d
Uniform consistency for nonparametric estimators in null recurrent time series
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
Perron–Frobenius theory for kernels and Crump–Mode–Jagers processes with macro-individuals
Hopf type lemmas for subsolutions of integro-differential equations
Further criteria for positive Harris recurrence of Markov chains
Critical percolation of virtually free groups and other tree-like graphs
Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel
Bayesian analysis of nested logit model by Markov chain Monte Carlo.
Ergodicity and loss of capacity for a random family of concave maps
Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
Queues as Harris recurrent Markov chains
Exponential concentration inequalities for additive functionals of Markov chains
Bayesian system identification via Markov chain Monte Carlo techniques
Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality
Uniform Cesaro limit theorems for synchronous processes with applications to queues
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Averaging principles for Markovian models of plasticity
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
On geometric ergodicity of the MTAR process
Metropolis-Hastings algorithms with acceptance ratios of nearly 1
Ergodicity of Markov chain Monte Carlo with reversible proposal
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Metric properties of discrete time exclusion type processes in continuum
Coupling and ergodic theorems for Markov chains with damping component
Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
Asymptotic optimality of isoperimetric constants
Some remarks on MCMC estimation of spectra of integral operators
Doob: A Half-Century on
Algorithms for optimization and stabilization of controlled Markov chains.
ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS
A New Class of Bivariate Threshold Cointegration Models
GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Asymptotic behaviors of randomly perturbed dynamical systems
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rⁿ
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
Precise large deviations for dependent regularly varying sequences
Large excursions and conditioned laws for recursive sequences generated by random matrices
General Bernstein-like inequality for additive functionals of Markov chains
Ergodic numerical approximation to periodic measures of stochastic differential equations
On improved bounds and conditions for the convergence of Markov chains
Explicit error bounds for lazy reversible Markov chain Monte Carlo
Spectral gap of positive operators and applications
Bounds on regeneration times and convergence rates for Markov chains
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
Spectral theory and limit theorems for geometrically ergodic Markov processes
Estimation of the Entropy Rate of a Countable Markov Chain
A unified approach for hitting time of jump Markov type processes
Uniform limit theorems for Harris recurrent Markov chains
Perturbation bounds and convergence rates for uniformly ergodic Markov chains
Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\)
On non-singular renewal kernels with an application to a semigroup of transition kernels
Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
Approximate regenerative-block bootstrap for Markov chains
A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach

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