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)
- 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?
- 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 impact of stress factors on the price of widow's pensions
- 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
- New Bernstein and Hoeffding type inequalities for regenerative Markov chains
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
- Accelerated regeneration for Markov chain simulations
- Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
- Sampling using adaptive regenerative processes
- Occupation measures for Markov chains
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
- Regeneration for chains with infinite memory
- Strong invariance principles for ergodic Markov processes
- Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
- Renewal representations for Markov operators
- Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
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- Exponential moments of simultaneous hitting time for non-atomic Markov chains
- Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations
- Stationary flows and uniqueness of invariant measures
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes
- Stability and mean-field limits of age dependent Hawkes processes
- Construction of a stationary regenerative process
- A Brownian particle in a microscopic periodic potential
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
- Bayesian networks: regenerative Gibbs samplings
- Berry-Esseen estimates for regenerative processes under weak moment assumptions
- Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process
- Improved bounds for the total variation distance between stochastic polynomials
- On the polynomial convergence rate to nonequilibrium steady states
- 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
- Maximal coupling and \(V\)-stability of discrete nonhomogeneous Markov chains
- Moderate deviations for Markov chains with atom.
- Zero-sum stochastic games with partial information and average payoff
- 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
- On the Markov renewal theorem
- 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
- 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 \(L=\lambda W\)
- On the functional estimation of multivariate diffusion processes
- 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
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