Stability of Markovian processes I: criteria for discrete-time Chains
From MaRDI portal
(Redirected from Publication:4014076)
Recommendations
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Foster-type criteria for Markov chains on general spaces
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- scientific article; zbMATH DE number 27013
- On some conditions of stability of Markov chains
Cited in
(only showing first 100 items - show all)- Stability of token passing rings
- On the stability of open networks: A unified approach by stochastic dominance
- Topological conditions enabling use of Harris methods in discrete and continuous time
- State-dependent criteria for convergence of Markov chains
- Polling on a space with general arrival and service time distribution
- A note on a simple Markov bilinear stochastic process
- Coexistence and extinction for stochastic Kolmogorov systems
- Ergodic properties of generalized Ornstein-Uhlenbeck processes
- Self-exciting jump processes with applications to energy markets
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- Recurrence relations for generalized hitting times for semi-Markov processes
- Polynomial convergence rates of Markov chains
- Drift conditions and invariant measures for Markov chains.
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Convergence of contrastive divergence algorithm in exponential family
- Exponential ergodicity for SDEs under the total variation
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
- Coexistence, extinction, and optimal harvesting in discrete-time stochastic population models
- A general theory of coexistence and extinction for stochastic ecological communities
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator
- Epidemic SIS model in air-polluted environment
- Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
- Strong stochastic persistence of some Lévy-driven Lotka-Volterra systems
- Criteria for geometric and algebraic transience for discrete-time Markov chains
- Stochastic persistence in degenerate stochastic Lotka-Volterra food chains
- On subexponential convergence to equilibrium of Markov processes
- Birth and death processes in interactive random environments
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching
- Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
- Geometric ergodicity of affine processes on cones
- Stability for Hawkes processes with inhibition
- Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
- Inverse problems for ergodicity of Markov chains
- Cluster based inference for extremes of time series
- Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation
- Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variables
- Stability of piecewise deterministic Markovian metapopulation processes on networks
- Delay asymptotics and bounds for multitask parallel jobs
- Ergodicity of the zigzag process
- Asymptotic properties of jump-diffusion processes with state-dependent switching
- Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching
- Reflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distribution
- T. E. Harris's contributions to recurrent Markov processes and stochastic flows
- On geometric and algebraic transience for discrete-time Markov chains
- On the stability of jump-diffusions with Markovian switching
- Strong stability and perturbation bounds for discrete Markov chains
- On the ergodic decomposition for a class of Markov chains
- The role of noise in finite ensembles of nanomagnetic particles
- A Liapounov bound for solutions of the Poisson equation
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
- When control and state variations increase uncertainty: modeling and stochastic control in discrete time
- Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups
- Existence of geometric ergodic periodic measures of stochastic differential equations
- A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
- MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY
- SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
- Stochastic Liénard equations with state-dependent switching
- Weak law of large numbers for some Markov chains along non homogeneous genealogies
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion
- Exponential ergodicity of the jump-diffusion CIR process
- Small time central limit theorems for semimartingales with applications
- A mathematical approach to order book modeling
- Design of stabilizing strategies for discrete-time dual switching linear systems
- Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration
- scientific article; zbMATH DE number 440430 (Why is no real title available?)
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stationarity and ergodicity for an affine two-factor model
- On some conditions of stability of Markov chains
- A sufficient condition for the existence of an invariant probability measure for Markov processes
- The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
- Structural Laplace Transform and Compound Autoregressive Models
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- scientific article; zbMATH DE number 37797 (Why is no real title available?)
- The transition from ergodic to explosive behavior in a family of stochastic differential equations
- scientific article; zbMATH DE number 1323345 (Why is no real title available?)
- scientific article; zbMATH DE number 475324 (Why is no real title available?)
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
- Recurrence and transience criteria for two cases of stable-like Markov chains
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
- scientific article; zbMATH DE number 848882 (Why is no real title available?)
- Ergodicity of one-dimensional regime-switching diffusion processes
- scientific article; zbMATH DE number 934443 (Why is no real title available?)
- scientific article; zbMATH DE number 1408895 (Why is no real title available?)
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
- Mixtures of nonlinear Poisson autoregressions
- On Foster-Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes
- Moments and ergodicity of the jump-diffusion CIR process
- Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- Singular behavior of the leading Lyapunov exponent of a product of random \({2 \times 2}\) matrices
- Exponential ergodicity of an affine two-factor model based on the α-root process
- A subgeometric estimate of the stability for time-homogeneous Markov chains
- Markov Systems in a General State Space
This page was built for publication: Stability of Markovian processes I: criteria for discrete-time Chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014076)
