Geometric Convergence Rates for Stochastically Ordered Markov Chains
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Publication:4880883
DOI10.1287/MOOR.21.1.182zbMATH Open0847.60053OpenAlexW2147922136MaRDI QIDQ4880883FDOQ4880883
Authors: R. L. Tweedie, Robert Lund 
Publication date: 23 June 1996
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.21.1.182
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- Rates of convergence of stochastically monotone and continuous time Markov models
- SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
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- Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
- Rates of convergence of the Hastings and Metropolis algorithms
- Another set of verifiable conditions for average Markov decision processes with Borel spaces
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- Retracted: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains
- Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
- Robustness of iterated function systems of Lipschitz maps
- Analyzing Markov chain Monte Carlo output
- Computable bounds for geometric convergence rates of Markov chains
- Hitting time and convergence rate bounds for symmetric Langevin diffusions
- Problems of ruin and survival in economics: applications of limit theorems in probability
- Explicit convergence rates of the embedded \(\mathrm{M}/\mathrm{G}/1\) queue
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- The rate of convergence to stationarity forM/G/1 models with admission controls via coupling
- Perturbation bounds and convergence rates for uniformly ergodic Markov chains
- On the convergence rate of the elitist genetic algorithm based on mutation probability
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
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- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Random motions, classes of ergodic Markov chains and beta distributions
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- Exponential ergodicity and convergence for generalized reflected Brownian motion
- Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- Limit theorems for monotone Markov processes
- Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
- Several types of convergence rates of the \(M/G/1\) queueing system
- On the limitations of single-step drift and minorization in Markov chain convergence analysis
- Convergence analysis of some multivariate Markov chains using stochastic monotonicity
- Nonasymptotic bounds on the estimation error of MCMC algorithms
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- Computable exponential convergence rates for stochastically ordered Markov processes
- A monotonicity in reversible Markov chains
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Critical properties and finite-size estimates for the depinning transition of directed random polymers
- A queueing network-based distributed Laplacian solver
- A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
- Gibbs sampling, conjugate priors and coupling
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