Pages that link to "Item:Q689061"

The following pages link to Markov chains and stochastic stability (Q689061):

Displaying 50 items.

• Convergence rates for semistochastic processes (Q1756980) (← links)
• Wavelet estimation in diffusions with periodicity (Q1757897) (← links)
• Stability and probability. I: Convergence for queueing networks via Lyapunov optimization (Q1760857) (← links)
• Stability of a spatial polling system with greedy myopic service (Q1761787) (← links)
• Regression theory for categorical time series (Q1764307) (← links)
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
• Moderate deviations for Markov chains with atom. (Q1766001) (← links)
• Lyapunov exponents of nilpotent Itô systems with random coefficients. (Q1766002) (← links)
• Regular variation of GARCH processes. (Q1766073) (← links)
• Small sets and Markov transition densities. (Q1766078) (← links)
• One-shot coupling for certain stochastic recursive sequences. (Q1766079) (← links)
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
• Quantitative bounds on convergence of time-inhomogeneous Markov chains (Q1769405) (← links)
• Stability in distribution of randomly perturbed quadratic maps as Markov processes (Q1769412) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Bridges and networks: exact asymptotics (Q1774188) (← links)
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains (Q1774194) (← links)
• Ergodicity of stochastic differential equations driven by fractional Brownian motion (Q1775448) (← links)
• Ergodic degrees for continuous-time Markov chains (Q1777538) (← links)
• Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains (Q1779296) (← links)
• Stability of stochastic optimal growth models: a new approach (Q1779808) (← links)
• Constrained stochastic games with the average payoff criteria (Q1785327) (← links)
• A multi-class extension of the mean field Bolker-Pacala population model (Q1787197) (← links)
• Variational principles of hitting times for non-reversible Markov chains (Q1791547) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Redefining the maximum sustainable yield for the Schaefer population model including multiplicative environmental noise (Q1797403) (← links)
• A note on Foster-Lyapunov drift condition for recurrence of Markov chains on general state spaces (Q1800488) (← links)
• Recurrence criteria for generalized Dirichlet forms (Q1800498) (← links)
• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
• Independent sampling of a stochastic process (Q1805749) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility (Q1807165) (← links)
• Compound Poisson approximation for Markov chains using Stein's method (Q1807200) (← links)
• Recurrence relations for generalized hitting times for semi-Markov processes (Q1814755) (← links)
• Antithetic coupling of two Gibbs sampler chains. (Q1848817) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• Asymptotically efficient strategies for a stochastic scheduling problem with order constraints. (Q1848847) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• Asymptotic theory for multivariate GARCH processes. (Q1867194) (← links)
• Statistical equilibrium wealth distributions in an exchange economy with stochastic preferences. (Q1867535) (← links)
• Bayesian analysis of nested logit model by Markov chain Monte Carlo. (Q1868968) (← links)
• Establishing geometric drift via the Laplace transform of symmetric measures (Q1871338) (← links)
• Estimation for a class of generalized state-space time series models. (Q1871362) (← links)
• Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
• Polynomial convergence rates of Markov chains (Q1872407) (← links)
• Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
• Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions (Q1872422) (← links)
• The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
• Perfect sampling of ergodic Harris chains (Q1872460) (← links)