Markov Chains and Stochastic Stability

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic stability in control theory (93E15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited in

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Convergence of constant step stochastic gradient descent for non-smooth non-convex functions
A limit theorem for occupation measures of Lévy processes in compact groups
Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains
Structural changes in autoregressive models for binary time series
Quantitative contraction rates for Markov chains on general state spaces
Discrete-time constrained stochastic games with the expected average payoff criteria
A note on the Birkhoff ergodic theorem
Rank-driven Markov processes
Review on computational methods for Lyapunov functions
Stable limits for Markov chains via the principle of conditioning
Staircase patterns in words: subsequences, subwords, and separation number
A Becker-Tomes model with investment risk
On some basic features of strictly stationary, reversible Markov chains
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Sample-path large deviations for a class of heavy-tailed Markov-additive processes
A note on stochastic dominance, uniform integrability and lattice properties
Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions
A survey of average contractive iterated function systems
Economic MPC of Markov decision processes: dissipativity in undiscounted infinite-horizon optimal control
Replica-mean-field limits for intensity-based neural networks
Some limit properties of Markov chains induced by recursive stochastic algorithms
Stochastic perturbations of convex billiards
A computational model of outguessing in two-player non-cooperative games
Convergence rates for a class of estimators based on Stein's method
Regenerative Markov chain Monte Carlo for any distribution
Empirical process theory for locally stationary processes
Multiagent model and mean field theory of complex auction dynamics
Perturbation analysis for continuous-time Markov chains
On the Hill relation and the mean reaction time for metastable processes
How does noise induce order?
On the convergence of nonlinear Markov chains
Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
Sampling online social networks by random walk with indirect jumps
Asymptotic analysis of queueing models based on synchronization method
On the marginal standard error rule and the testing of initial transient deletion methods
Exponential ergodicity of a degenerate age-size piecewise deterministic process
Markov Systems in a General State Space
Hidden Markov model for parameter estimation of a random walk in a Markov environment
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process
The random heat equation in dimensions three and higher: the homogenization viewpoint
Gradient walks and \(p\)-harmonic functions
On the rate of convergence to equilibrium for reflected Brownian motion
Time-reversal of multiple-force-point chordal \(\mathrm{SLE}_{\kappa} (\underline{\rho})\)
Speed up Zig-Zag
Stability of overshoots of Markov additive processes
Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)
Moment analysis of stochastic hybrid systems using semidefinite programming
Hastings-Metropolis algorithm on Markov chains for small-probability estimation
Damping of kinetic transport equation with diffuse boundary condition
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
Statistics of robust optimization: a generalized empirical likelihood approach
Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
On the anisotropic stable JCIR process
Statistics of transitions for Markov chains with periodic forcing
Limit theorems for branching processes with immigration in a random environment
A central limit theorem for adaptive and interacting Markov chains
Local stationarity and time-inhomogeneous Markov chains
How deep are deep Gaussian processes?
The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space
Principal eigenvalues of generalized convolution operators on the circle and spreading speeds of noncompact evolution systems in periodic media
Diffusivity of a random walk on random walks
On the periodicity of non-homogeneous Markov chains and systems
Non-explosion by Stratonovich noise for ODEs
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
Variational formulas for asymptotic variance of general discrete-time Markov chains
Convergence rate to equilibrium for conservative scattering models on the torus: a new Tauberian approach
Concentration of Contractive Stochastic Approximation and Reinforcement Learning
Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
Regime switching optimal growth model with risk sensitive preferences
Random iteration with place dependent probabilities
Exploring the qualitative behavior of uncertain dynamical systems: a computational approach
Bayesian inverse problems and Kalman filters
The method of stochastic characteristics for linear second-order hypoelliptic equations
Rate of escape and central limit theorem for the supercritical Lamperti problem
A new bivariate integer-valued GARCH model allowing for negative cross-correlation
Weighted batch means estimators in Markov chain Monte Carlo
Regenerative block empirical likelihood for Markov chains
Integral estimation based on Markovian design
Random logistic maps and Lyapunov exponents
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Random walks on binary strings applied to the somatic hypermutation of B-cells
A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates
Probabilistic approach to Perron root, the group inverse, and applications
Model selection in reinforcement learning
Stability with file arrivals and departures in multichannel cellular wireless networks
Statistical inference for heavy tailed series with extremal independence
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
Analysis of Langevin Monte Carlo via convex optimization
Optimal Kullback-Leibler approximation of Markov chains via nuclear norm regularisation
Generalized autoregressive moving average models with GARCH errors
Risk-sensitive average Markov decision processes in general spaces
scientific article; zbMATH DE number 7415079 (Why is no real title available?)
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
Some notes on nonlinear cointegration: a partial review with some novel perspectives
Expanding measures: Random walks and rigidity on homogeneous spaces
On a family of critical growth-fragmentation semigroups and refracted Lévy processes
Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
A New and Unified Family of Covariate Adaptive Randomization Procedures and Their Properties
Feasible generalized least squares estimation of multivariate GARCH(1,1) models

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