Pages that link to "Item:Q3921902"
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The following pages link to On the functional central limit theorem and the law of the iterated logarithm for Markov processes (Q3921902):
Displaying 50 items.
- A functional central limit theorem for a Markov-modulated infinite-server queue (Q267884) (← links)
- Variance reduction using nonreversible Langevin samplers (Q300594) (← links)
- Error analysis of modified Langevin dynamics (Q321324) (← links)
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Variance reduction for diffusions (Q491924) (← links)
- Poisson representations of branching Markov and measure-valued branching processes (Q533744) (← links)
- A note on variance bounding for continuous time Markov chains (Q618024) (← links)
- Rates of convergence to Brownian local time (Q689459) (← links)
- Variance minimization for continuous-time Markov decision processes: two approaches (Q716529) (← links)
- Notes on drift estimation for certain non-recurrent diffusion processes from sampled data (Q734708) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
- Homogenization of periodic diffusion with small jumps (Q892341) (← links)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- \(V\)-uniform ergodicity for state-dependent single class queueing networks (Q972686) (← links)
- Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains (Q1044212) (← links)
- Ergodicity and central limit theorems for a class of Markov processes (Q1111244) (← links)
- A class of limit theorems for singular diffusions (Q1182745) (← links)
- A central limit theorem for functions of a Markov chain with applications to shifts (Q1198552) (← links)
- Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes (Q1305274) (← links)
- Poisson's equation for queues driven by a Markovian marked point process (Q1339064) (← links)
- On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
- Multiscale diffusion processes with periodic coefficients and an application to solute transport in porous media (Q1578604) (← links)
- On functional limit theorems for solutions of stochastic equations (Q1592448) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions (Q1703077) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Stochastic quantization and ergodic theorem for density of diffusions (Q1934419) (← links)
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces (Q1942150) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017) (← links)
- Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826) (← links)
- On the dimension of the space of harmonic functions on transitive shift spaces (Q2032931) (← links)
- Stochastic model reduction: convergence and applications to climate equations (Q2064538) (← links)
- Invariance principles for clocks (Q2091527) (← links)
- Hypocoercivity with Schur complements (Q2136419) (← links)
- Some remark on the asymptotic variance in a drift accelerated diffusion (Q2173356) (← links)
- Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models (Q2189719) (← links)
- Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- A note on the asymptotic variance of drift accelerated diffusions (Q2244461) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
- A note on the Birkhoff ergodic theorem (Q2407013) (← links)
- Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
