A splitting technique for Harris recurrent Markov chains

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A Solution to a Set of Fundamental Equations in Markov Chains
A property of power series with positive coefficients
A uniform theory for sums of Markov chain transition probabilities
Geometric ergodicity and R-positivity for general Markov chains
Partial coupling and loss of memory for Markov chains
Uniform rates of convergence for Markov chain transition probabilities

Cited in

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Self-normalized Cramér-type moderate deviations for functionals of Markov chain
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Fluctuation theory for Markov random walks
Single-server queues with spatially distributed arrivals
A new CLT for additive functionals of Markov chains
On the functional estimation of multivariate diffusion processes
On distributionally regenerative Markov chains
Extreme values statistics for Markov chains via the (pseudo-) regenerative method
An alternative method of the proof of the ergodic theorem for general Markov chains
The Berry-Esseen bound for general Markov chains
On the Markov renewal theorem
On non-singular renewal kernels with an application to a semigroup of transition kernels
Some remarks on MCMC estimation of spectra of integral operators
Sequential stratified regeneration: \textit{MCMC} for large state spaces with an application to subgraph count estimation
The asymptotic distributional behaviour of transformations preserving infinite measures
Maximal coupling procedure and stability of discrete Markov chains. I
Regenerative block empirical likelihood for Markov chains
On independent statistical decision problems and products of diffusions
The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
Limit theorems for semi-Markov processes
A self-normalized central limit theorem for Markov random walks
The coupling of renewal processes and its applications
A limitation of Markov representation for stationary processes
Approximate regenerative-block bootstrap for Markov chains
Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
Periodic regeneration
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
Exit time and invariant measure asymptotics for small noise constrained diffusions
Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
Regeneration-enriched Markov processes with application to Monte Carlo
The ergodic theorems for Markov chains with an arbitrary phase space
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
How often does a Harris recurrent Markov chain recur?
A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Wide-sense regeneration for Harris recurrent Markov processes: an open problem
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Coupling and ergodic theorems for Fleming-Viot processes
On additive functionals of Markov chains
Regenerative block-bootstrap for Markov chains
Regeneration-based statistics for Harris recurrent Markov chains
The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
Zero-sum stochastic games with partial information and average payoff
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
A regularity condition and a limit theorem for Harris ergodic Markov chains
Small sets and Markov transition densities.
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Convergence rate bounds for iterative random functions using one-shot coupling
Bootstrap uniform central limit theorems for Harris recurrent Markov chains
Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
CLTs and asymptotic variance of time-sampled Markov chains
Maximal coupling procedure and stability of discrete Markov chains. II
Convergence rates for semistochastic processes
Renewal type bootstrap for Markov chains
Bounds on regeneration times and convergence rates for Markov chains
Large deviations of uniformly recurrent Markov additive processes
A renewal approach to Markovian \(U\)-statistics
Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
Nonasymptotic bounds on the estimation error of MCMC algorithms
Dynamic programming for ergodic control with partial observations.
Maximal coupling and stability of discrete non-homogeneous Markov chains
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
Queues as Harris recurrent Markov chains
An inequality for the coupling moment in the case of two inhomogeneous Markov chains
Monte Carlo methods for improper target distributions
T. E. Harris's contributions to recurrent Markov processes and stochastic flows
An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists
Efficient Simulation via Coupling
Moderate deviations for Markov chains with atom.
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Regenerative structure of Markov chains simulated via common random numbers
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
Pointwise estimates and exponential laws in metastable systems via coupling methods
Two ergodicity criteria for stochastically recursive sequences
Integral estimation based on Markovian design
Regenerative block-bootstrap confidence intervals for tail and extremal indexes
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
A Brownian particle in a microscopic periodic potential
New Bernstein and Hoeffding type inequalities for regenerative Markov chains
Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
Regenerative Markov chain Monte Carlo for any distribution
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
Occupation measures for Markov chains
Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
Statistical learning based on Markovian data maximal deviation inequalities and learning rates
Stability and mean-field limits of age dependent Hawkes processes
Regeneration for chains with infinite memory
On the Markov chain Monte Carlo (MCMC) method
Construction of a stationary regenerative process
Strong invariance principles for ergodic Markov processes
The spectral method and the central limit theorem for general Markov chains
Total variation distance between stochastic polynomials and invariance principles
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
Stationary flows and uniqueness of invariant measures

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