Sequences of random matrices modulated by a discrete-time Markov chain*

DOI10.1080/15326349.2023.2175869zbMATH Open1524.60057OpenAlexW4321105101MaRDI QIDQ6092932FDOQ6092932

Authors: George Yin 

Publication date: 23 November 2023

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.wayne.edu/oa_dissertations/3688

Recommendations

• Weak convergence of Markov-modulated random sequences
• Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
• Stochastic systems arising from Markov modulated empirical measures
• Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications
• Reduction of Markov chains with two-time-scale state transitions

zbMATH Keywords

Markov chainmixing processmatrix-valued random sequencetwo-time-scale formulation

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic approximation (62L20)

Cites Work

• Title not available (Why is that?)
• A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
• Title not available (Why is that?)
• Hybrid switching diffusions. Properties and applications
• Singular perturbation methods for ordinary differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Discrete-Time Markov Chains
• Stochastic Differential Equations with Markovian Switching
• Title not available (Why is that?)
• Continuous-time Markov chains and applications. A two-time-scale approach
• Title not available (Why is that?)
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Aggregation of Variables in Dynamic Systems
• Title not available (Why is that?)
• Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
• Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction
• Title not available (Why is that?)
• Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
• Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains
• Title not available (Why is that?)
• Optimal control of Markov chains admitting strong and weak interactions
• General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
• Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
• Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure
• Weak convergence of Markov-modulated random sequences
• Asymptotic properties of an adaptive beam former algorithm

This page was built for publication: Sequences of random matrices modulated by a discrete-time Markov chain*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6092932)