Robustness of iterated function systems of Lipschitz maps
From MaRDI portal
Publication:6171942
DOI10.1017/jpr.2022.107zbMath1530.60058OpenAlexW3217041680MaRDI QIDQ6171942
Publication date: 16 August 2023
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2022.107
Parametric inference (62F99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Linear operators defined by compactness properties (47B07)
Related Items (1)
Cites Work
- Stability of noisy Metropolis-Hastings
- Geometric ergodicity for classes of homogeneous Markov chains
- Markov chains and stochastic stability
- Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
- Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif: convergence, normalité asymptotique, vitesse de convergence. (Asymptotic behaviour of maximum likelihood estimator in an autoregressive process: consistency, asymptotic distribution and expansion, rate of convergence)
- Regular variation of order 1 nonlinear AR-ARCH models
- A note on the geometric ergodicity of a nonlinear AR-ARCH model
- Stochastic stability in some chaotic dynamical systems
- Computable bounds for geometric convergence rates of Markov chains
- Essential spectral radius for Markov semigroups. I: Discrete time case
- A note on a simple Markov bilinear stochastic process
- Perturbation theory for Markov chains via Wasserstein distance
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results
- Perturbation bounds for Monte Carlo within metropolis via restricted approximations
- New perturbation bounds for denumerable Markov chains
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
- Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
- Spectral Analysis of Markov Kernels and Application to the Convergence Rate Of Discrete Random Walks
- Banach spaces adapted to Anosov systems
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
- Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. II
- Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I
- Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models
- Convergence Properties of Perturbed Markov Chains
- A Central Limit Theorem for Contractive Stochastic Dynamical Systems
- A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
- Markov Chains
- Perturbation analysis for denumerable Markov chains with application to queueing models
- Geometric Convergence Rates for Stochastically Ordered Markov Chains
- Regular Perturbation of V-Geometrically Ergodic Markov Chains
- Approximations of geometrically ergodic reversible markov chains
- Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
- Sensitivity and convergence of uniformly ergodic Markov chains
- A Useful Convergence Theorem for Probability Distributions
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
- A note on geometric ergodicity and floating-point roundoff error
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Robustness of iterated function systems of Lipschitz maps
