Geometric Convergence Rates for Stochastically Ordered Markov Chains

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scientific article; zbMATH DE number 939782
Computable exponential convergence rates for stochastically ordered Markov processes
Exponential convergence rates for stochastically ordered Markov processes under perturbation

Cited In (49)

Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes
Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times
A stochastic process on a network with connections to Laplacian systems of equations
Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
Rates of convergence of stochastically monotone and continuous time Markov models
SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
On Stein's method for stochastically monotone single-birth chains
Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
Rates of convergence of the Hastings and Metropolis algorithms
Title not available (Why is no real title available?)
The rate of convergence to stationarity for \(\mathrm{M}/\mathrm{G}/1\) models with admission controls via coupling
COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
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
Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
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
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
Bounds on regeneration times and convergence rates for Markov chains
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
Exponential convergence rates for stochastically ordered Markov processes under perturbation
Exponential ergodicity and convergence for generalized reflected Brownian motion
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
The polar slice sampler
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
Another set of verifiable conditions for average Markov decision processes with Borel spaces.
A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
Gibbs sampling, conjugate priors and coupling

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