A splitting technique for Harris recurrent Markov chains

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Cited in

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Approximate regenerative-block bootstrap for Markov chains
Periodic regeneration
Regenerative structure of Markov chains simulated via common random numbers
Large deviations of uniformly recurrent Markov additive processes
On non-singular renewal kernels with an application to a semigroup of transition kernels
The coupling of renewal processes and its applications
Queues as Harris recurrent Markov chains
A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
The asymptotic distributional behaviour of transformations preserving infinite measures
Renewal representations for Markov operators
Construction of a stationary regenerative process
Coupling and ergodic theorems for Fleming-Viot processes
On the Markov renewal theorem
Two ergodicity criteria for stochastically recursive sequences
Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
Regeneration for chains with infinite memory
Single-server queues with spatially distributed arrivals
Nonexistence of a class of variate generation schemes.
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
How often does a Harris recurrent Markov chain recur?
Bounds on regeneration times and convergence rates for Markov chains
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Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
Strong memoryless times and rare events in Markov renewal point processes.
Occupation measures for Markov chains
On additive functionals of Markov chains
CLTs and asymptotic variance of time-sampled Markov chains
Regenerative block-bootstrap confidence intervals for tail and extremal indexes
On distributionally regenerative Markov chains
Self-normalized Cramér-type moderate deviations for functionals of Markov chain
Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
Convergence rate bounds for iterative random functions using one-shot coupling
Total variation distance between stochastic polynomials and invariance principles
A new CLT for additive functionals of Markov chains
Statistical learning based on Markovian data maximal deviation inequalities and learning rates
Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
Stability and mean-field limits of age dependent Hawkes processes
Positive Harris recurrence for degenerate diffusions with internal variables and randomly perturbed time-periodic input
Regeneration-enriched Markov processes with application to Monte Carlo
Zero-sum stochastic games with partial information and average payoff
A Brownian particle in a microscopic periodic potential
A renewal approach to Markovian \(U\)-statistics
The Berry-Esseen bound for general Markov chains
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
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On the Markov chain Monte Carlo (MCMC) method
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Berry-Esseen estimates for regenerative processes under weak moment assumptions
T. E. Harris's contributions to recurrent Markov processes and stochastic flows
Nonasymptotic bounds on the estimation error of MCMC algorithms
When is a Markov chain regenerative?
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
A regularity condition and a limit theorem for Harris ergodic Markov chains
Dynamic programming for ergodic control with partial observations.
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Exponential concentration inequalities for additive functionals of Markov chains
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Accelerated regeneration for Markov chain simulations
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Maximal coupling procedure and stability of discrete Markov chains. I
Maximal coupling procedure and stability of discrete Markov chains. II
An inequality for the coupling moment in the case of two inhomogeneous Markov chains
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model
Maximal coupling and V-stability of discrete nonhomogeneous Markov chains
Bootstrap uniform central limit theorems for Harris recurrent Markov chains
Regenerative block empirical likelihood for Markov chains
Regenerative Markov chain Monte Carlo for any distribution
The impact of stress factors on the price of widow's pensions
On independent statistical decision problems and products of diffusions
Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
Regeneration-based statistics for Harris recurrent Markov chains
Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations
Stationary flows and uniqueness of invariant measures
Wide-sense regeneration for Harris recurrent Markov processes: an open problem
The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
The ergodic theorems for Markov chains with an arbitrary phase space
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Limit theorems for semi-Markov processes
On the functional estimation of multivariate diffusion processes
The spectral method and the central limit theorem for general Markov chains
New Bernstein and Hoeffding type inequalities for regenerative Markov chains
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Monte Carlo methods for improper target distributions
Bayesian networks: regenerative Gibbs samplings
Exponential moments of simultaneous hitting time for non-atomic Markov chains
An alternative method of the proof of the ergodic theorem for general Markov chains
Integral estimation based on Markovian design
Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics

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