Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure
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Publication:5819783
DOI10.1073/PNAS.39.8.860zbMATH Open0051.10503OpenAlexW2089844666WikidataQ33713845 ScholiaQ33713845MaRDI QIDQ5819783FDOQ5819783
Authors: T. E. Harries, Herbert Robbins
Publication date: 1953
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.39.8.860
Cited In (34)
- Isomorphism and Approximation of General State Markov Processes
- On an Ergodic Property of a Certain Class of Markov Processes
- A Note on Nonrecurrent Random Walks
- Trajectory theory
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- Rational weak mixing in infinite measure spaces
- Cocycles and the structure of ergodic group actions
- On a class of hyperfinite factors that arise from null-recurrent Markov chains
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Entropy of conservative transformations
- Amenable ergodic group actions and an application to Poisson boundaries of random walks
- On convergence of information in spaces with infinite invariant measure
- Time-changed extremal process as a random sup measure
- The asymptotic distributional behaviour of transformations preserving infinite measures
- On the bounded cohomology of ergodic group actions
- On the Equidistribution of Sums of Independent Random Variables
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Mixing properties of Markov operators and ergodic transformations, and ergodicity of Cartesian products
- On the global limit behaviour of Markov chains and of general nonsingular Markov processes
- A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
- Rational ergodicity and a metric invariant for Markov shifts
- Title not available (Why is that?)
- Contributions to the Theory of Markov Chains. II
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- On Regular Functions for Certain Markov Processes
- The tail $\sigma$-fields of recurrent Markov processes
- Extremal clustering under moderate long range dependence and moderately heavy tails
- Equilibrium systems of recurrent Markov processes
- Infinite measure preserving transformations with “mixing”
- Theorems for conditional expectations, with applications to Markov processes
- Point processes associated with stationary stable processes
- Some Contributions to the Theory of Denumerable Markov Chains
- A consistent nonparametric test of ergodicity for time series with applications
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