An intrinsic time for non-stationary finite markov chains

DOI10.1007/BF00534594zbMath0193.46502MaRDI QIDQ5588963

D. W. Müller

Publication date: 1970

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (12)

A note on invariance principles for v. Mises' statistics ⋮ Asymptotics for random functions moderated by dependent noise ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ Speeds of metric probability convergence ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Skorohod embedding of multivariate RV's, and the sample DF ⋮ Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes ⋮ Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences ⋮ The sequential empirical process of a random walk in random scenery ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data ⋮ Weak convergence of the weighted sequential empirical process of some long-range dependent data

Cites Work

• Coincidence probabilities
• Sur l'équation différentielle ordinaire du premier ordre dont le second membre satisfait aux conditions de Carathéodory
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