scientific article; zbMATH DE number 3519673
From MaRDI portal
Publication:4098445
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)
Cited in
(only showing first 100 items - show all)- scientific article; zbMATH DE number 791180 (Why is no real title available?)
- Kritische Verzweigungsprozesse mit allgemeinem Phasenraum, VIII
- A useful version of the central limit theorem for a general class of Markov chains
- On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1]\)
- Some boundedness properties of certain stationary diffusion semigroups
- A multidimensional process involving local time
- Techniques for establishing ergodic and recurrence properties of continuous-valued markov chains
- Ergodic potential
- Capacité et théorie du renouvellement. I
- Random walks with killing
- Fitting feature-dependent Markov chains
- Efficient Markov chain Monte Carlo for combined subset simulation and nonlinear finite element analysis
- Doob-Martin compactification of a Markov chain for growing random words sequentially
- Comportement asymptotique du noyau potentiel sur les groupes de Lie
- A unified stability theory for classical and monotone Markov chains
- Renewal equation on the whole line
- The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
- A criterion on asymptotic stability for partially equicontinuous Markov operators
- Realistic models of financial market and structural stability
- A splitting technique for Harris recurrent Markov chains
- Exponentials and \(R\)-recurrent random walks on groups
- scientific article; zbMATH DE number 3806614 (Why is no real title available?)
- scientific article; zbMATH DE number 3671440 (Why is no real title available?)
- A limit theorem for renewal sequences with an application to local time
- A discussion on Buhlmann's criterion for asset valuation.
- Diffusion with nonlocal boundary conditions
- Martingales dépendant d'un paramètre: une formule d'Ito
- On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity
- Random invariant measures for Markov chains, and independent particle systems
- RPA pathwise derivative estimation of ruin probabilities
- scientific article; zbMATH DE number 3549930 (Why is no real title available?)
- Champs markoviens et mesures de Gibbs sur ${R}$
- The fractional Laplacian with reflections
- scientific article; zbMATH DE number 3499028 (Why is no real title available?)
- A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
- Irreducibility results and conservativity of the absolute difference chain
- Limits of convolution iterates and properties of random walks defined on regular semigroups with applications to matrix semigoups
- Markov chains on completely regular semigroups
- Konvergenzeigenschaften in harmonischen Räumen
- Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris
- True-concurrency probabilistic models: Markov nets and a law of large numbers
- Stochastic difference equation with diagonal matrices
- Markov rational expectations equilibria in an overlapping generations model
- On the range of the generator of a Markovian semigroup
- Numerical integration using V-uniformly ergodic Markov chains
- Sur une propri�t� de compacit� du noyau potentiel associ� � une probabilit� sur un groupe
- Tail structure of markov chains on infinite product spaces
- scientific article; zbMATH DE number 3833034 (Why is no real title available?)
- Irr�ductibilit� et r�currence au sens de Harris des �Temps d'attente? des files GI/G/q
- Discrete-time semi-Markov random evolutions and their applications
- Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces
- A probabilistic PDL
- Large deviations of uniformly recurrent Markov additive processes
- scientific article; zbMATH DE number 3766804 (Why is no real title available?)
- Towards hybrid system modeling of uncertain complex dynamical systems
- On the existence of -finite invariant measures for operators
- Filtering the histories of a partially observed marked point process
- K-flots et th�or�me de renouvellement
- Fonctions de concentration sur certains groupes localement compacts
- scientific article; zbMATH DE number 3816727 (Why is no real title available?)
- Random time change and recurrent boundary
- Sur la définition des classes cycliques des chaînes de Harris
- On random walks with continuous components
- Cyclic classes and an ergodic theorem in dynamic fuzzy systems
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- New reflection generator for simulated annealing in mixed-integer/continuous global optimization
- Probabilistic proof of product formulas for Bessel functions
- The Martin boundary for harmonic functions on groups of automorphisms of a homogeneous tree
- Eine Invarianzeigenschaft für Startverteilungen einer Klasse stochastischer Prozesse
- On local integrability and transience of convolution semigroups of measures
- scientific article; zbMATH DE number 3624579 (Why is no real title available?)
- A Poisson formula for solvable Lie groups
- Fonctions harmoniques positives sur certains groupes de Lie résolubles connexes
- Superharmonic fuzzy sets on recurrent sets in dynamic fuzzy systems
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
- Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups
- Explicit error bounds for lazy reversible Markov chain Monte Carlo
- Spectral gap of positive operators and applications
- The stabilizing effect of a random environment
- Probabilistic recovery of neuroendocrine pulsatile, secretory and kinetic structure: An alternating discrete and continuous scheme
- The stability of conditional Markov processes and Markov chains in random environments
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
- On non-singular renewal kernels with an application to a semigroup of transition kernels
- Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
- Moderate deviations for Markovian occupation times.
- How often does a Harris recurrent Markov chain recur?
- Stability of functionals of perturbed Markov chains under the condition of uniform minorization
- Convergence of iterates of averages of certain operator representations and of convolution powers
- Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
- Some results and problems for anisotropic random walks on the plane
- scientific article; zbMATH DE number 3622729 (Why is no real title available?)
- On the representation by exit laws
- scientific article; zbMATH DE number 4009173 (Why is no real title available?)
- Quantitative verification with neural networks
- Probabilistic potential theory and induction of dynamical systems
- Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
- The Martin boundary of a discrete quantum group
- Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
- The Strassen invariance principle for certain non-stationary Markov-Feller chains
- scientific article; zbMATH DE number 3594343 (Why is no real title available?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4098445)