Self-Interacting Markov Chains: Some Asymptotics

DOI10.1080/07362990802405810MaRDI QIDQ3611815zbMATH OpenOpenAlexFDO

Authors

Publication date 3 March 2009

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990802405810

zbMATH Keywords

FCLTLDPMarkov chainself-interaction

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Recommendations

• Self-Interacting Markov Chains
• A new class of interacting Markov chain Monte Carlo methods
• Self-interacting diffusions. IV: Rate of convergence
• A central limit theorem for adaptive and interacting Markov chains
• Sequentially interacting Markov chain Monte Carlo methods

Cites work

• scientific article; zbMATH DE number 5819433 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Interaction of Markov processes
• Linearly edge-reinforced random walks
• Self-interacting diffusions.
• Self-Interacting Markov Chains
• Weighted sums of certain dependent random variables

Cited in

(3)

• A Class of Self-Interacting Processes with Applications to Games and Reinforced Random Walks
• Self-Interacting Markov Chains
• Self-interacting processes via Doob conditioning

This page was built for publication: Self-Interacting Markov Chains: Some Asymptotics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3611815)