scientific article; zbMATH DE number 3519673
From MaRDI portal
Publication:4098445
zbMath0332.60045MaRDI QIDQ4098445
Publication date: 1975
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Asymptotic properties of certain anisotropic walks in random media, Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors, Renewal equation on the whole line, Doob-Martin compactification of a Markov chain for growing random words sequentially, A criterion on asymptotic stability for partially equicontinuous Markov operators, Large deviations of uniformly recurrent Markov additive processes, Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems., On non-singular renewal kernels with an application to a semigroup of transition kernels, Markov rational expectations equilibria in an overlapping generations model, Constructive Markov chains indexed by \(\mathbb Z\), Moderate deviations for Markovian occupation times., Convergence of representation averages and of convolution powers, Oscillating random walk with a moving boundary, Tail-homogeneity of stationary measures for some multidimensional stochastic recursions, The Martin boundary for harmonic functions on groups of automorphisms of a homogeneous tree, Random walks with killing, Poisson boundary of the dual of \(\text{SU}_q(n)\)., On additive functionals of Markov chains, General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals, Quasi-compactness and absolutely continuous kernels, Fokker-Planck equation on a manifold. Effective diffusion and spectrum, Mean ergodic theorems on norming dual pairs, About the multidimensional competitive learning vector quantization algorithm with constant gain, Markov chains with a transition possibility measure and fuzzy dynamic programming, Stability of functionals of perturbed Markov chains under the condition of uniform minorization, Limits of convolution iterates and properties of random walks defined on regular semigroups with applications to matrix semigoups, Markov chains on completely regular semigroups, Drift of random walks and limit theorems, A Poisson formula for solvable Lie groups, On the convergence of the Markov chain simulation method, Unnamed Item, Reliability measures of semi-Markov systems with general state space, Probabilistic proof of product formulas for Bessel functions, Konvergenzeigenschaften in harmonischen Räumen, On the existence of \(\sigma\)-finite invariant measures for operators, Unnamed Item, Sur la définition des classes cycliques des chaînes de Harris, A cut-invariant law of large numbers for random heaps, Random time change and recurrent boundary, Eine Invarianzeigenschaft für Startverteilungen einer Klasse stochastischer Prozesse, On Markov chains induced by partitioned transition probability matrices, Nonequilibrium measures which exhibit a temperature gradient: Study of a model, A discussion on Buhlmann's criterion for asset valuation., A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces, Ergodic properties of Poisson processes with almost periodic intensity, Computing the average parallelism in trace monoids., Irreducibility results and conservativity of the absolute difference chain, Superharmonic fuzzy sets on recurrent sets in dynamic fuzzy systems, Convergence of iterates of averages of certain operator representations and of convolution powers, A Tauberian theorem for strong Feller semigroups, On the asymptotic behavior of the Diaconis-Freedman chain on \([0, 1\)], One-dimensional linear recursions with Markov-dependent coefficients, Renewal representations for Markov operators, Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input, Realistic models of financial market and structural stability, Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes, Mathematical analysis of a neural network with inhibitory coupling, Filtering the histories of a partially observed marked point process, Ergodicity of an infinite dimensional renewal process, True-concurrency probabilistic models: Markov nets and a law of large numbers, An ergodic decomposition defined by transition probabilities, Spectral gap of positive operators and applications, Renewal theory on the affine group of an oriented tree, Renormalization group for Markov chains and application to metastability, On the range of the generator of a Markovian semigroup, Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures, Irrfahrten auf \(F_2\), Explicit error bounds for lazy reversible Markov chain Monte Carlo, Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces, A useful version of the central limit theorem for a general class of Markov chains, Ergodic potential, Towards hybrid system modeling of uncertain complex dynamical systems, A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces, On random walks with continuous components, On local integrability and transience of convolution semigroups of measures, A dynamic storage process, Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows, Efficient Markov chain Monte Carlo for combined subset simulation and nonlinear finite element analysis, Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling, A multidimensional process involving local time, Stochastic search in a convex region, Uniformly integrable operators and large deviations for Markov processes, How often does a Harris recurrent Markov chain recur?, The stability of conditional Markov processes and Markov chains in random environments, Probabilistic potential theory and induction of dynamical systems, The stabilizing effect of a random environment, New reflection generator for simulated annealing in mixed-integer/continuous global optimization, Cyclic classes and an ergodic theorem in dynamic fuzzy systems, Optimal discounted control for a continuous time inventory model, RPA pathwise derivative estimation of ruin probabilities, Fonctions harmoniques positives sur certains groupes de Lie résolubles connexes, On growth, recurrence and the Choquet-Deny theorem for \(p\)-adic Lie groups, Some boundedness properties of certain stationary diffusion semigroups, Markov operators with a unique invariant measure, On the range of a regenerative sequence, A probabilistic PDL, Monte Carlo computation of the mean of a function with convex support, Jump-diffusion Markov processes on orthogonal groups for object pose estimation, Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups, On the representation by exit laws, Unnamed Item, Unnamed Item, A New Approach to the Limit Theory of Recurrent Markov Chains, Spectral gap for hyperbounded operators, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Fitting feature-dependent Markov chains, The oscillating random walk on \(\mathbb{Z}\), Unnamed Item, Unnamed Item, A monotone convergence theorem for strong Feller semigroups, Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors, Exponentials and $R$-Recurrent Random Walks on Groups, Unnamed Item, Probabilistic recovery of neuroendocrine pulsatile, secretory and kinetic structure: An alternating discrete and continuous scheme, Diffusion with nonlocal Dirichlet boundary conditions on domains, Marches récurrentes au sens de Harris sur les groupes localement compacts. I, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:4094203 K-flots et th�or�me de renouvellement], Unnamed Item, Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces, Discrete-Time Semi-Markov Random Evolutions and their Applications, Kritische Verzweigungsprozesse mit allgemeinem Phasenraum, VIII, Numerical integration using V-uniformly ergodic Markov chains, Upper bounds for large deviations of dependent random vectors, Asymptotic expansions in the central limit theorem for compound and Markov processes, A splitting technique for Harris recurrent Markov chains, Marches de Harris sur les groupes localement compacts. II, Fonctions de concentration sur certains groupes localement compacts, Random invariant measures for Markov chains, and independent particle systems, Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations, Tail structure of markov chains on infinite product spaces, [https://portal.mardi4nfdi.de/wiki/Publication:3870051 Sur une propri�t� de compacit� du noyau potentiel associ� � une probabilit� sur un groupe], [https://portal.mardi4nfdi.de/wiki/Publication:4160209 Irr�ductibilit� et r�currence au sens de Harris des �Temps d'attente? des files GI/G/q], [https://portal.mardi4nfdi.de/wiki/Publication:4162257 Fonctionnelles additives sp�ciales des processus r�currents au sens de Harris], Fonctions harmoniques pour un opérateur de transition et applications, Unnamed Item, Diffusion with nonlocal boundary conditions, Champs markoviens et mesures de Gibbs sur ${R}$, The age functional for Markov chains, Techniques for establishing ergodic and recurrence properties of continuous-valued markov chains, A unified stability theory for classical and monotone Markov chains, A limit theorem for renewal sequences with an application to local time, The Martin boundary of a discrete quantum group, Unnamed Item, Martingales dépendant d'un paramètre: une formule d'Ito, The Strassen invariance principle for certain non-stationary Markov–Feller chains, [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains], Comportement asymptotique du noyau potentiel sur les groupes de Lie, Capacité et théorie du renouvellement. I, Ergodic properties of the equilibrium measure of the stepping stone model in population genetics, Unnamed Item, Some Results and Problems for Anisotropic Random Walks on the Plane