Ergodic Theory of Markov Chains Admitting an Infinite Invariant Measure

Cited in

(34)

Point processes associated with stationary stable processes
Rational ergodicity and a metric invariant for Markov shifts
scientific article; zbMATH DE number 3379902 (Why is no real title available?)
On Regular Functions for Certain Markov Processes
Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows
Entropy of conservative transformations
Equilibrium systems of recurrent Markov processes
Isomorphism and Approximation of General State Markov Processes
The asymptotic distributional behaviour of transformations preserving infinite measures
The tail $\sigma$-fields of recurrent Markov processes
Contributions to the Theory of Markov Chains. II
A new shape of extremal clusters for certain stationary semi-exponential processes with moderate long range dependence
Cocycles and the structure of ergodic group actions
On a class of hyperfinite factors that arise from null-recurrent Markov chains
On the bounded cohomology of ergodic group actions
Infinite measure preserving transformations with “mixing”
Rational weak mixing in infinite measure spaces
Amenable ergodic group actions and an application to Poisson boundaries of random walks
Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments
Time-changed extremal process as a random sup measure
A functional non-central limit theorem for multiple-stable processes with long-range dependence
On convergence of information in spaces with infinite invariant measure
Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
Some Contributions to the Theory of Denumerable Markov Chains
Extremal clustering under moderate long range dependence and moderately heavy tails
On an Ergodic Property of a Certain Class of Markov Processes
A Note on Nonrecurrent Random Walks
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
On the Equidistribution of Sums of Independent Random Variables
A consistent nonparametric test of ergodicity for time series with applications
Trajectory theory
Theorems for conditional expectations, with applications to Markov processes

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