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
Moderate deviations for empirical measures of Markov chains: Lower bounds
The extremal index of a higher-order stationary Markov chain
The evolution of a spatial stochastic network
Network stability under max-min fair bandwidth sharing
Geometric ergodicity for classes of homogeneous Markov chains
Exponential convergence to equilibrium for a class of random-walk models
Moderate deviations for \(m\)-dependent random variables with Banach space values
T. E. Harris's contributions to recurrent Markov processes and stochastic flows
Tail asymptotics of the occupation measure for a Markov additive process with an \(M/G/1\)-type background process
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
Principal eigenvalues of generalized convolution operators on the circle and spreading speeds of noncompact evolution systems in periodic media
Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
Moderate deviations for Markov chains with atom.
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
Ergodic and light traffic properties of a complex repairable system
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
Two ergodicity criteria for stochastically recursive sequences
Long-time behavior of stochastic multimolecular reaction model
Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
On the convergence rate of the ``out-of-order block Gibbs sampler
On geometric ergodicity of nonlinear autoregressive models
Estimation in semi-parametric regression with non-stationary regressors
On distributionally regenerative Markov chains
A potential of fuzzy relations with a linear structure: The unbounded case
Coupling and ergodic theorems for Fleming-Viot processes
Approximating a diffusion by a finite-state hidden Markov model
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk
A regularity condition and a limit theorem for Harris ergodic Markov chains
Maximal coupling and stability of discrete non-homogeneous Markov chains
Irreducible Markov Operators on C(S)
Metropolis integration schemes for self-adjoint diffusions
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
Markov chain approach to identifying Wiener systems
Nonlinear regressions with nonstationary time series
\(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
Large deviations of uniformly recurrent Markov additive processes
On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
Further criteria for positive Harris recurrence of Markov chains
Queues as Harris recurrent Markov chains

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