A splitting technique for Harris recurrent Markov chains
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Publication:4139434
DOI10.1007/BF00534764zbMATH Open0364.60104WikidataQ105583371 ScholiaQ105583371MaRDI QIDQ4139434FDOQ4139434
Authors: Esa Nummelin
Publication date: 1978
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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Cited In (only showing first 100 items - show all)
- Single-server queues with spatially distributed arrivals
- The coupling of renewal processes and its applications
- The ergodic theorems for Markov chains with an arbitrary phase space
- Regeneration-based statistics for Harris recurrent Markov chains
- T. E. Harris's contributions to recurrent Markov processes and stochastic flows
- A new CLT for additive functionals of Markov chains
- Sequential stratified regeneration: \textit{MCMC} for large state spaces with an application to subgraph count estimation
- A limitation of Markov representation for stationary processes
- Moderate deviations for Markov chains with atom.
- Zero-sum stochastic games with partial information and average payoff
- ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
- Regenerative block empirical likelihood for Markov chains
- The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
- Exit time and invariant measure asymptotics for small noise constrained diffusions
- A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
- Two ergodicity criteria for stochastically recursive sequences
- Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Pointwise estimates and exponential laws in metastable systems via coupling methods
- On distributionally regenerative Markov chains
- Maximal coupling procedure and stability of discrete Markov chains. I
- Coupling and ergodic theorems for Fleming-Viot processes
- A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
- Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
- Regeneration-enriched Markov processes with application to Monte Carlo
- The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
- A regularity condition and a limit theorem for Harris ergodic Markov chains
- Maximal coupling and stability of discrete non-homogeneous Markov chains
- Efficient Simulation via Coupling
- The asymptotic distributional behaviour of transformations preserving infinite measures
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Maximal coupling procedure and stability of discrete Markov chains. II
- An inequality for the coupling moment in the case of two inhomogeneous Markov chains
- Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains
- On the Markov renewal theorem
- Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains
- Large deviations of uniformly recurrent Markov additive processes
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
- The Berry-Esseen bound for general Markov chains
- On independent statistical decision problems and products of diffusions
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- An Alternative Method of the Proof of the Ergodic Theorem for General Markov Chains
- Queues as Harris recurrent Markov chains
- The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
- Regenerative structure of Markov chains simulated via common random numbers
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
- Some remarks on MCMC estimation of spectra of integral operators
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
- Regenerative block-bootstrap for Markov chains
- Renewal type bootstrap for Markov chains
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
- Bounds on regeneration times and convergence rates for Markov chains
- 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
- Approximate regenerative-block bootstrap for Markov chains
- How often does a Harris recurrent Markov chain recur?
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Limit theorems for semi-Markov processes
- Small sets and Markov transition densities.
- Dynamic programming for ergodic control with partial observations.
- Self-normalized Cramér-type moderate deviations for functionals of Markov chain
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method
- Monte Carlo methods for improper target distributions
- Periodic regeneration
- 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
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- Convergence rates for semistochastic processes
- A renewal approach to Markovian \(U\)-statistics
- Convergence rate bounds for iterative random functions using one-shot coupling
- Nonasymptotic bounds on the estimation error of MCMC algorithms
- Fluctuation theory for Markov random walks
- Wide-sense regeneration for Harris recurrent Markov processes: an open problem
- CLTs and asymptotic variance of time-sampled Markov chains
- A self-normalized central limit theorem for Markov random walks
- On additive functionals of Markov chains
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
- Regenerative Markov chain Monte Carlo for any distribution
- The spectral method and the central limit theorem for general Markov chains
- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
- When is a Markov chain regenerative?
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- Integral estimation based on Markovian design
- Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
- Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains
- Solutions to complex smoothing equations
- Nonexistence of a class of variate generation schemes.
- Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
- Strong memoryless times and rare events in Markov renewal point processes.
- On the Markov chain Monte Carlo (MCMC) method
- Numerical simulation of polynomial-speed convergence phenomenon
- The spectral method and the central limit theorem for general Markov chains
- The spectral method and the central limit theorem for general Markov chains
- Total variation distance between stochastic polynomials and invariance principles
- On the stability of positive semigroups
- Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
- Exponential concentration inequalities for additive functionals of Markov chains
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
- Accelerated regeneration for Markov chain simulations
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