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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Recurrence relations for generalized hitting times for semi-Markov processes
On the theorem on asymptotic equidistribution of the convolution powers of symmetric measures on a unimodular group
Slow convergence of the Gibbs sampler
New Hilbert space tools for analysis of graph Laplacians and Markov processes
Moderate deviations for empirical measures of Markov chains: Lower bounds
Pseudo-Poisson approximation for Markov chains
Distributed cooperative Bayesian learning strategies.
The evolution of a spatial stochastic network
Network stability under max-min fair bandwidth sharing
The extremal index of a higher-order stationary Markov chain
Rates in almost sure invariance principle for slowly mixing dynamical systems
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
Geometric ergodicity for classes of homogeneous Markov chains
Mixing times for uniformly ergodic Markov chains
Open queueing networks in discrete time -- some limit theorems
Optimal harvesting of a stochastic mutualism model with regime-switching
Exponential convergence to equilibrium for a class of random-walk models
Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
Moderate deviations for \(m\)-dependent random variables with Banach space values
On \(L_1\)-weak ergodicity of nonhomogeneous discrete Markov processes and its applications
``Super-overtaking optimal policies for Markov control processes
Regeneration-based statistics for Harris recurrent Markov chains
T. E. Harris's contributions to recurrent Markov processes and stochastic flows
A new CLT for additive functionals of Markov chains
Markov Systems in a General State Space
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
Generalized translation operators and Markov processes
Tail asymptotics of the occupation measure for a Markov additive process with an \(M/G/1\)-type background process
Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
Stochastic Operators and Semigroups and Their Applications in Physics and Biology
Moderate deviations for Markov chains with atom.
Perfect Forward Simulation via Simulated Tempering
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
Controllability implies mixing. I: Convergence in the total variation metric
Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
Principal eigenvalues of generalized convolution operators on the circle and spreading speeds of noncompact evolution systems in periodic media
Adaptive control for time-varying systems: A combination of Martingale and Markov chain techniques
Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
Symmetric measures, continuous networks, and dynamics
\(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations
Ergodic and light traffic properties of a complex repairable system
A unified stability theory for classical and monotone Markov chains
The Andersen thermostat in molecular dynamics
Invariant measure of a stochastic food-limited population model with regime switching
SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
On subexponential convergence to equilibrium of Markov processes
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
Classification of asymptotic behavior in a stochastic SIR model
Integral estimation based on Markovian design
Deviation inequalities for dependent sequences with applications to strong approximations
scientific article; zbMATH DE number 566425 (Why is no real title available?)
Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression
The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times
Transition operators on co-compact G-spaces
Two ergodicity criteria for stochastically recursive sequences
On Block Skip Free Transition Matrices and First Passage Times
Estimation in semi-parametric regression with non-stationary regressors
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
Postmodel selection estimators of variance function for nonlinear autoregression
Risk-sensitive average Markov decision processes in general spaces
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
Invariant probability measures for a class of Feller Markov chains
Stability and dynamical bifurcation of a stochastic regime-switching predator-prey model
Large deviation asymptotics and control variates for simulating large functions
Exponentials and \(R\)-recurrent random walks on groups
Some dichotomy results for functionals of Harris recurrent Markov chains
Polynomial convergence rates of Markov chains
On mixing and convergence rates for a family of Markov processes approximating SDEs
Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
Rates of convergence of the Hastings and Metropolis algorithms
Fuzzy optimality relation for perceptive MDPs-the average case
On distributionally regenerative Markov chains
Nonparametric estimation in a nonlinear cointegration type model
Robust nonlinear regression estimation in null recurrent time series
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
Coupling and ergodic theorems for Fleming-Viot processes
Maximal coupling procedure and stability of discrete Markov chains. I
A potential of fuzzy relations with a linear structure: The unbounded case
Local composite quantile regression smoothing for Harris recurrent Markov processes
General branching processes as Markov fields
Weak regenerative structure of an open Jackson queueing network
Approximating a diffusion by a finite-state hidden Markov model
Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
Estimation of risk contributions with MCMC
Random splitting of fluid models: unique ergodicity and convergence
The rate of convergence to stationarity for \(\mathrm{M}/\mathrm{G}/1\) models with admission controls via coupling
Irreducibility results and conservativity of the absolute difference chain
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
On polynomial mixing bounds for stochastic differential equations
Moment bounds for dissipative semimartingales with heavy jumps
Non-standard limits for a family of autoregressive stochastic sequences
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Moment inequalities for sums of dependent random variables under projective conditions
On asymptotics for Vaserstein coupling of Markov chains
On mean central limit theorems for stationary sequences

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