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)

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
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
Uniform limit theorems for Harris recurrent Markov chains
How often does a Harris recurrent Markov chain recur?
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
Non-negative matrices and Markov chains.
Markov-chain monte carlo: Some practical implications of theoretical results
Moderate deviation principle for \(m\)-dependent random variables
Partial differential equations and stochastic methods in molecular dynamics
Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
A Liapounov bound for solutions of the Poisson equation
Population models with environmental stochasticity
Simulated annealing for constrained global optimization
Estimating normal means with a conjugate style dirichlet process prior
Bayesian economists \dots Bayesian agents. An alternative approach to optimal learning
About the Berry-Esseen theorem for weakly dependent sequences
Some asymptotic results for the branching process with immigration
Subgeometric ergodicity of strong Markov processes
On mixtures of distributions of Markov chains.
One-dimensional linear recursions with Markov-dependent coefficients
Uniformly integrable operators and large deviations for Markov processes
Ergodic properties of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
An estimate of the stability of optimal control of certain stochastic and deterministic systems
Ergodicity of dissipative differential equations subject to random impulses
Stochastic population growth in spatially heterogeneous environments: the density-dependent case
Regeneration and renovation in queues
Compound Poisson approximation for Markov chains using Stein's method
A non‐conservative Harris ergodic theorem
Topological conditions enabling use of Harris methods in discrete and continuous time
The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
Identification of an additive nonlinear system and its applications in generalized Hammerstein models
Bound on the mass gap for finite volume stochastic Ising models at low temperature
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
On the convergence of the Markov chain simulation method
Geometric ergodicity and the spectral gap of non-reversible Markov chains
Light tail asymptotics in multidimensional reflecting processes for queueing networks
Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
On the central limit theorem for an ergodic Markov chain
Null recurrent unit root processes
A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
Langevin dynamics with space-time periodic nonequilibrium forcing
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

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