A New Approach to the Limit Theory of Recurrent Markov Chains

From MaRDI portal
Publication:4181052


DOI10.2307/1998882zbMath0397.60053MaRDI QIDQ4181052

Krishna B. Athreya, Peter Ney

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/1998882


60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60K05: Renewal theory


Related Items

Efficient Simulation via Coupling, Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals, The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory, Random recurrence equations and ruin in a Markov-dependent stochastic economic environment, Renewal type bootstrap for Markov chains, On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions, Small-time ruin for a financial process modulated by a Harris recurrent Markov chain, Periodic regeneration, Regenerative structure of Markov chains simulated via common random numbers, On the significance of absolutely continuous invariant measures, A note on strong mixing of ARMA processes, Renewal theorem for a class of stationary sequences, Large deviations of uniformly recurrent Markov additive processes, On non-singular renewal kernels with an application to a semigroup of transition kernels, Limit theorems for recurrent semi-Markov processes and Markov renewal processes, Uniform limit theorems for Harris recurrent Markov chains, Queues as Harris recurrent Markov chains, Simulation methods of queues: An overview, Some asymptotic results for the branching process with immigration, Sur la définition des classes cycliques des chaînes de Harris, A refinement of the coupling method in renewal theory, A renewal approach to the Perron-Frobenius theory of non-negative kernels on general state spaces, On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions, Renewal representations for Markov operators, Construction of a stationary regenerative process, Bootstrapping the autocorrelation coefficient of finite Markov chains, Large deviation lower bounds for arbitrary additive functionals of a Markov chain, Coupling and ergodic theorems for Fleming-Viot processes, On the Markov renewal theorem, Two ergodicity criteria for stochastically recursive sequences, Blackwell's renewal theorem for certain linear submartingales and coupling, Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach, Regeneration for chains with infinite memory, On the structure of stable random walks, 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., Rigorous results for the NK model., How often does a Harris recurrent Markov chain recur?, Bounds on regeneration times and convergence rates for Markov chains, Moderate deviations for Markov chains with atom., Small sets and Markov transition densities., Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\), Singularity of the density of states for one-dimensional chains with random couplings, 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, On the convergence of the Markov chain simulation method, On distributionally regenerative Markov chains, \(r\)-quick convergence for regenerative processes with applications to sequential analysis, 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, Navigation on a Poisson point process, Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities, One-dimensional linear recursions with Markov-dependent coefficients, The radial spanning tree of a Poisson point process, Continuous-time QBD processes with continuous phase variable, A central limit theorem for biased random walks on Galton-Watson trees, Convergence rates in monotone separable stochastic networks, Dynamic programming for ergodic control with partial observations., On independent statistical decision problems and products of diffusions, Examples for the Theory of Strong Stationary Duality with Countable State Spaces, Improving Stochastic Relaxation for Gussian Random Fields, Regeneration-based statistics for Harris recurrent Markov chains



Cites Work