Geometric ergodicity for classes of homogeneous Markov chains
DOI10.1016/J.SPA.2014.05.002zbMATH Open1323.60091OpenAlexW2964135325MaRDI QIDQ404128FDOQ404128
Authors: L. Galtchouk, Serguei Pergamenchtchikov 
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.05.002
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Cited In (21)
- Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
- Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
- A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
- A note on the geometric ergodicity of a Markov chain
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Robustness of iterated function systems of Lipschitz maps
- Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
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- Asymptotic optimality of isoperimetric constants
- Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
- Geometric ergodicity of affine processes on cones
- Fixed accuracy estimation of parameters in a threshold autoregressive model
- On the law of large numbers for (geometrically) ergodic Markov chains
- On ergodicity and stability estimates for some nonhomogeneous Markov chains
- Adaptive efficient analysis for big data ergodic diffusion models
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