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)

Distributed cooperative Bayesian learning strategies.
Optimal harvesting of a stochastic mutualism model with regime-switching
Markov Systems in a General State Space
Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
Symmetric measures, continuous networks, and dynamics
A unified stability theory for classical and monotone Markov chains
Deviation inequalities for dependent sequences with applications to strong approximations
Invariant measure of a stochastic food-limited population model with regime switching
Integral estimation based on Markovian design
On subexponential convergence to equilibrium of Markov processes
On Block Skip Free Transition Matrices and First Passage Times
Risk-sensitive average Markov decision processes in general spaces
Stability and dynamical bifurcation of a stochastic regime-switching predator-prey model
Robust nonlinear regression estimation in null recurrent time series
Local composite quantile regression smoothing for Harris recurrent Markov processes
Random splitting of fluid models: unique ergodicity and convergence
Estimation of risk contributions with MCMC
Moment bounds for dissipative semimartingales with heavy jumps
Non-standard limits for a family of autoregressive stochastic sequences
Premium adjustment by generalized adaptive exponential smoothing
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
SPECTRAL CONDITIONS FOR UNIFORM P-ERGODICITIES OF MARKOV OPERATORS ON ABSTRACT STATES SPACES
Perron–Frobenius theory for kernels and Crump–Mode–Jagers processes with macro-individuals
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
Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
Averaging principles for Markovian models of plasticity
Algorithms for optimization and stabilization of controlled Markov chains.
A New Class of Bivariate Threshold Cointegration Models
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rⁿ
A unified approach for hitting time of jump Markov type processes
Perturbation bounds and convergence rates for uniformly ergodic Markov chains
General Bernstein-like inequality for additive functionals of Markov chains
Ergodic numerical approximation to periodic measures of stochastic differential equations
Spectral gap of positive operators and applications
A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach
Practical criteria for \(R\)-positive recurrence of unbounded semigroups
On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators
Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
Limits of the Letac principle: the discrete case
Spatial populations with seed-banks in random environment. III: Convergence towards mono-type equilibrium
A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets
On stochastic stability of a class of non-Markovian processes and applications in quantization
Stationary distributions in the atom-on-demand problem
A two-stage adaptive Metropolis algorithm
Convergence parameter associated with a Markov chain and a family of functions
Harmonic analysis on graphs via Bratteli diagrams and path-space measures
Residualities and uniform ergodicities of Markov semigroups
Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Occupation measures in average cost Markov decision processes
Chung's law for additive functionals of positive recurrent Markov chains
Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process
New Hilbert space tools for analysis of graph Laplacians and Markov processes
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

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