A New Approach to the Limit Theory of Recurrent Markov Chains

Cites Work

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Limit theorems for semi-Markov processes and renewal theory for Markov chains
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On Moment Generating Functions and Renewal Theory
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Cited In (only showing first 100 items - show all)

Simulation methods of queues: An overview
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
On a directionally reinforced random walk
Singularity of the density of states for one-dimensional chains with random couplings
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
Two ergodicity criteria for stochastically recursive sequences
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
On distributionally regenerative Markov chains
Coupling and ergodic theorems for Fleming-Viot processes
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
Heavy tailed solutions of multivariate smoothing transforms
A central limit theorem for biased random walks on Galton-Watson trees
The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory
Efficient Simulation via Coupling
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
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 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
Improving Stochastic Relaxation for Gussian Random Fields
On random coefficient INAR(1) processes
On the structure of stable random walks
Queues as Harris recurrent Markov chains
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
Examples for the Theory of Strong Stationary Duality with Countable State Spaces
Some remarks on MCMC estimation of spectra of integral operators
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Renewal type bootstrap for Markov chains
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
A note on strong mixing of ARMA processes
Uniform limit theorems for Harris recurrent Markov chains
On non-singular renewal kernels with an application to a semigroup of transition kernels
How often does a Harris recurrent Markov chain recur?
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
Continuous-time QBD processes with continuous phase variable
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
Some asymptotic results for the branching process with immigration
One-dimensional linear recursions with Markov-dependent coefficients
Large deviation lower bounds for arbitrary additive functionals of a Markov chain
Monte Carlo methods for improper target distributions
A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
Periodic regeneration
Reactive trajectories and the transition path process
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Convergence rates for semistochastic processes
A renewal approach to Markovian \(U\)-statistics
An alternative method of the proof of the ergodic theorem for general Markov chains
On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
On the significance of absolutely continuous invariant measures
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
Evolution in predator-prey systems
On the convergence of the Markov chain simulation method
CLTs and asymptotic variance of time-sampled Markov chains
Exact estimation for Markov chain equilibrium expectations
Renewal theorem for a class of stationary sequences
On additive functionals of Markov chains
The spectral method and the central limit theorem for general Markov chains
When is a Markov chain regenerative?
Integral estimation based on Markovian design
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Solutions to complex smoothing equations
Nonexistence of a class of variate generation schemes.
On some fields of research initiated by Academician I. N. Kovalenko
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
Strong memoryless times and rare events in Markov renewal point processes.
Metropolis-Hastings transition kernel couplings
Non-standard limits for a family of autoregressive stochastic sequences
Multivariate strong invariance principles in Markov chain Monte Carlo
\(r\)-quick convergence for regenerative processes with applications to sequential analysis
Rigorous results for the NK model.
On the Markov chain Monte Carlo (MCMC) method
The spectral method and the central limit theorem for general Markov chains
The spectral method and the central limit theorem for general Markov chains
Regenerative Simulation for Queueing Networks with Exponential or Heavier Tail Arrival Distributions
Exponential concentration inequalities for additive functionals of Markov chains
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Sur la définition des classes cycliques des chaînes de Harris
The radial spanning tree of a Poisson point process
Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains

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