Stability of Markovian processes I: criteria for discrete-time Chains

From MaRDI portal
Publication:4014076

DOI10.2307/1427479zbMath0757.60061OpenAlexW1974469893MaRDI QIDQ4014076

Richard L. Tweedie, Sean P. Meyn

Publication date: 4 October 1992

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/005ce6a8630e94062d2096a09eeddce70db949ba




Related Items

A Model of Seasonal Savanna DynamicsMTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimesMultivariate self-exciting jump processes with applications to financial dataUsing Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processesStability of overshoots of Markov additive processesApproximation of the invariant measure of stable SDEs by an Euler-Maruyama schemeLévy Langevin Monte CarloPolynomial convergence rates of Markov chainsA note on a simple Markov bilinear stochastic processStochastic Liénard equations with state-dependent switchingDesign of stabilizing strategies for discrete-time dual switching linear systemsThird-order asymptotic expansion of \(M\)-estimators for diffusion processesSecond order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibrationThe stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switchingOn Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimesAsymptotic properties of jump-diffusion processes with state-dependent switchingPolling on a space with general arrival and service time distributionStrict Kantorovich contractions for Markov chains and Euler schemes with general noiseStationarity and Ergodicity for an Affine Two-Factor ModelCoexistence and extinction for stochastic Kolmogorov systemsOn the stability of diffusion processes with state-dependent switchingNested stochastic simulation algorithms for chemical kinetic systems with multiple time scalesWavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-lossesErgodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumpsWhen control and state variations increase uncertainty: modeling and stochastic control in discrete timeMoments and ergodicity of the jump-diffusion CIR processThreshold dynamics and ergodicity of an SIRS epidemic model with Markovian switchingReflected Brownian motion in a convex polyhedral cone: tail estimates for the stationary distributionGeometric ergodicity of affine processes on conesStability for Hawkes processes with inhibitionErgodic properties of generalized Ornstein-Uhlenbeck processesJump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicityErgodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley modelHarris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroupsThe transition from ergodic to explosive behavior in a family of stochastic differential equationsNONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATIONT. E. Harris's contributions to recurrent Markov processes and stochastic flowsOn geometric and algebraic transience for discrete-time Markov chainsExistence of geometric ergodic periodic measures of stochastic differential equationsFeller property and exponential ergodicity of diffusion processes with state-dependent switchingPositive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic inputQuantitative Harris-type theorems for diffusions and McKean–Vlasov processesErgodicity of one-dimensional regime-switching diffusion processesStationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based ApproximationsInverse problems for ergodicity of Markov chainsCluster based inference for extremes of time seriesStochastic methods for the neutron transport equation. I: Linear semigroup asymptoticsSelf-exciting jump processes with applications to energy marketsStability of token passing ringsCriteria for ergodicity of Lévy type operators in dimension oneA LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTIONMARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITYConvergence of contrastive divergence algorithm in exponential familyExponential ergodicity for SDEs under the total variationRecurrence and ergodicity of switching diffusions with past-dependent switching having a countable state spaceOn the stability of jump-diffusions with Markovian switchingSingular behavior of the leading Lyapunov exponent of a product of random \({2 \times 2}\) matricesStrong convergence rate of principle of averaging for jump-diffusion processesMarkov Systems in a General State SpaceAsymptotic properties of nonlinear autoregressive Markov processes with state-dependent switchingOn the ergodic decomposition for a class of Markov chainsEdgeworth expansions of suitably normalized sample mean statistics for atomic Markov chainsThe Numerical Invariant Measure of Stochastic Differential Equations With Markovian SwitchingOn strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switchingErgodic properties and ergodic decompositions of continuous-time Markov processesErgodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equationCoexistence, extinction, and optimal harvesting in discrete-time stochastic population modelsWeak law of large numbers for some Markov chains along non homogeneous genealogiesNecessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chainsStationarity and geometric ergodicity of BEKK multivariate GARCH modelsA general theory of coexistence and extinction for stochastic ecological communitiesLocal asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variablesSimulation studies of some Voronoi point processesThe role of noise in finite ensembles of nanomagnetic particlesPositive Harris recurrence and exponential ergodicity of the basic affine jump-diffusionErgodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type inputExponential Ergodicity of the Jump-Diffusion CIR ProcessNonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable SpacesA sufficient condition for the existence of an invariant probability measure for Markov processesGEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODELSmall time central limit theorems for semimartingales with applicationsAsymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching ProcessHawkes process and Edgeworth expansion with application to maximum likelihood estimatorStability of piecewise deterministic Markovian metapopulation processes on networksEpidemic SIS model in air-polluted environmentRecurrence relations for generalized hitting times for semi-Markov processesEfficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimationOn Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimesExponential ergodicity of an affine two-factor model based on the α-root processThe Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov ProcessesExponential ergodicity for diffusions with jumps driven by a Hawkes processStrong stochastic persistence of some Lévy-driven Lotka-Volterra systemsCriteria for geometric and algebraic transience for discrete-time Markov chainsA Liapounov bound for solutions of the Poisson equationStochastic persistence in degenerate stochastic Lotka-Volterra food chainsMixtures of Nonlinear Poisson AutoregressionsDelay asymptotics and bounds for multitask parallel jobsErgodicity of the zigzag processA MATHEMATICAL APPROACH TO ORDER BOOK MODELINGOn subexponential convergence to equilibrium of Markov processesErgodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.Birth and death processes in interactive random environmentsA Convergent Interacting Particle Method and Computation of KPP Front Speeds in Chaotic FlowsStructural Laplace Transform and Compound Autoregressive ModelsOn the stability of open networks: A unified approach by stochastic dominanceTopological conditions enabling use of Harris methods in discrete and continuous timePolynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations