Pages that link to "Item:Q689061"
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The following pages link to Markov chains and stochastic stability (Q689061):
Displaying 50 items.
- Periodic homogenization with an interface: the multi-dimensional case (Q2431521) (← links)
- Local consistency of Markov chain Monte Carlo methods (Q2434135) (← links)
- Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory (Q2434495) (← links)
- A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Nonasymptotic bounds on the estimation error of MCMC algorithms (Q2435233) (← links)
- Recurrence and transience property for a class of Markov chains (Q2435239) (← links)
- Exponential rate of convergence for some Markov operators (Q2435760) (← links)
- On geometric and algebraic transience for discrete-time Markov chains (Q2436793) (← links)
- Ergodicity for functional stochastic differential equations and applications (Q2438291) (← links)
- Exact finite approximations of average-cost countable Markov decision processes (Q2440756) (← links)
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions (Q2443195) (← links)
- When is a Markov chain regenerative? (Q2444371) (← links)
- On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
- Poisson's equation for discrete-time single-birth processes (Q2446707) (← links)
- Criterion on stability for Markov processes applied to a model with jumps (Q2447224) (← links)
- Invariant distributions and scaling limits for some diffusions in time-varying random environments (Q2447279) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics (Q2447699) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
- Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
- On finite long run costs and rewards in infinite Markov chains (Q2453991) (← links)
- On reparametrization and the Gibbs sampler (Q2454004) (← links)
- Conditional simulation of multi-type non stationary Markov object models respecting specified proportions (Q2454625) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- Optimal strategies for a class of sequential control problems with precedence relations (Q2456018) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Ergodic theory for SDEs with extrinsic memory (Q2456034) (← links)
- Perfect simulation for a class of positive recurrent Markov chains (Q2456044) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Estimation in hidden Markov models via efficient importance sampling (Q2465275) (← links)
- Simple Monte Carlo and the Metropolis algorithm (Q2465298) (← links)
- On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics (Q2465499) (← links)
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks (Q2466886) (← links)
- The radial spanning tree of a Poisson point process (Q2467121) (← links)
- Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
- When is Eaton's Markov chain irreducible? (Q2469645) (← links)
- Stability and optimality of a multi-product production and storage system under demand uncertainty (Q2470104) (← links)
- Ergodic property of recurrent right processes (Q2471192) (← links)
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré (Q2472859) (← links)
- The law of the iterated logarithm for additive functionals of Markov chains (Q2474516) (← links)
- On the stability of jump-diffusions with Markovian switching (Q2474962) (← links)
- A Markov chain model of a polling system with parameter regeneration (Q2475027) (← links)
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging (Q2475031) (← links)
- Analysis of SPDEs arising in path sampling. II: The nonlinear case (Q2475037) (← links)
- A qualitative approach to Markovian equilibrium in infinite horizon economies with capital (Q2475172) (← links)
- First-order observation-driven integer-valued autoregressive processes (Q2475413) (← links)
