A New Approach to the Limit Theory of Recurrent Markov Chains

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Cited in

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Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Construction of a stationary regenerative process
Bootstrapping the autocorrelation coefficient of finite Markov chains
Convergence rates for semistochastic processes
A renewal approach to Markovian \(U\)-statistics
A Brownian particle in a microscopic periodic potential
On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
An alternative method of the proof of the ergodic theorem for general Markov chains
F-KPP scaling limit and selection principle for a Brunet-Derrida type particle system
On the significance of absolutely continuous invariant measures
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
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
A refinement of the coupling method in renewal theory
Bayesian networks: regenerative Gibbs samplings
Evolution in predator-prey systems
Brownian bees in the infinite swarm limit
On the convergence of the Markov chain simulation method
Dispatching to parallel servers. Solutions of Poisson's equation for first-policy improvement
CLTs and asymptotic variance of time-sampled Markov chains
Navigation on a Poisson point process
Renewal theorem for a class of stationary sequences
Exact estimation for Markov chain equilibrium expectations
On additive functionals of Markov chains
Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
Simulation methods of queues: An overview
Sample-path large deviations for a class of heavy-tailed Markov-additive processes
Limit theorems for recurrent semi-Markov processes and Markov renewal processes
Single-server queues with spatially distributed arrivals
The ergodic theorems for Markov chains with an arbitrary phase space
Regeneration-based statistics for Harris recurrent Markov chains
Sequential stratified regeneration: \textit{MCMC} for large state spaces with an application to subgraph count estimation
The spectral method and the central limit theorem for general Markov chains
Singularity of the density of states for one-dimensional chains with random couplings
On a directionally reinforced random walk
When is a Markov chain regenerative?
Moderate deviations for Markov chains with atom.
Zero-sum stochastic games with partial information and average payoff
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
Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations
Integral estimation based on Markovian design
Two ergodicity criteria for stochastically recursive sequences
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Nonexistence of a class of variate generation schemes.
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Solutions to complex smoothing equations
On some fields of research initiated by Academician I. N. Kovalenko
On distributionally regenerative Markov chains
Coupling and ergodic theorems for Fleming-Viot processes
Strong memoryless times and rare events in Markov renewal point processes.
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces
Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
Non-standard limits for a family of autoregressive stochastic sequences
The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
Heavy tailed solutions of multivariate smoothing transforms
Metropolis-Hastings transition kernel couplings
Multivariate strong invariance principles in Markov chain Monte Carlo
A central limit theorem for biased random walks on Galton-Watson trees
Rigorous results for the NK model.
\(r\)-quick convergence for regenerative processes with applications to sequential analysis
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
On the Markov chain Monte Carlo (MCMC) method
Efficient Simulation via Coupling
Approximation of sojourn-times via maximal couplings: motif frequency distributions
On the Markov renewal theorem
Large deviations of uniformly recurrent Markov additive processes
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
The spectral method and the central limit theorem for general Markov chains
The Berry-Esseen bound for general Markov chains
The spectral method and the central limit theorem 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
On random coefficient INAR(1) processes
Improving Stochastic Relaxation for Gussian Random Fields
On the structure of stable random walks
Queues as Harris recurrent Markov chains
Exponential concentration inequalities for additive functionals of Markov chains
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
Regenerative structure of Markov chains simulated via common random numbers
Sur la définition des classes cycliques des chaînes de Harris
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
The radial spanning tree of a Poisson point process
Some remarks on MCMC estimation of spectra of integral operators
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Examples for the Theory of Strong Stationary Duality with Countable State Spaces
Renewal type bootstrap for Markov chains
On the functional estimation of multivariate diffusion processes
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
Accelerated regeneration for Markov chain simulations
General Bernstein-like inequality for additive functionals of Markov chains
Bounds on regeneration times and convergence rates for Markov chains
Asymptotics for Strassen's optimal transport problem
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
A note on strong mixing of ARMA processes

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