Approximation of arbitrary Dirichlet processes by Markov chains
Asymptotic behaviour of the simple random walk on the 2-dimensional comb.
Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk.
Asymptotic properties of harmonic measures on homogeneous trees
Let Aff(𝕋) be the group of isometries of a homogeneous tree 𝕋 fixing an end of its boundary. Given a probability measure on Aff(𝕋) we consider an associated random process on the tree. It is known that under suitable hypothesis this random process converges to the boundary of the tree defining a harmonic measure there. In this paper we study the asymptotic behaviour of this measure.
Average convergence rate of the first return time
The convergence rate of the expectation of the logarithm of the first return time , after being properly normalized, is investigated for ergodic Markov chains. I. Kontoyiannis showed that for any β > 0 we have a.s. for aperiodic cases and A. J. Wyner proved that for any ε >0 we have eventually, a.s., where is the probability of the initial n-block in x. In this paper we prove that converges to a constant depending only on the process where is the modified first return time with...
Barycentres de matrices idempotentes stochastiques
Bibliography on Markov chains with a general state space
Block triangular preconditioners for -matrices and Markov chains.
Bounding fastest mixing.
Bounds on regeneration times and limit theorems for subgeometric Markov chains
This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof....
Cadenas de Markov en poblaciones aleatorias y probabilidades en cadena generalizadas.
Calcul de Malliavin et probabilité invariante d'une chaîne de Markov
Calculating the variance in Markov-processes with random reward.
In this article we present a generalization of Markov Decision Processes with discreet time where the immediate rewards in every period are not deterministic but random, with the two first moments of the distribution given.Formulas are developed to calculate the expected value and the variance of the reward of the process, formulas which generalize and partially correct other results. We make some observations about the distribution of rewards for processes with limited or unlimited horizon and...
Central limit theorem for the excited random walk in dimension .
Central limit theorems for the products of random matrices sampled by a random walk.
Chaîne de Markov μ-continue à l'infini
Chuaqui's Definition Of Probability In Some Stochastic Processes.
Classification des automorphismes ergodiques et finitaires
Coefficients of ergodicity generated by non-symmetrical vector norms
Collisions of random walks
A recurrent graph has the infinite collision property if two independent random walks on , started at the same point, collide infinitely often a.s. We give a simple criterion in terms of Green functions for a graph to have this property, and use it to prove that a critical Galton–Watson tree with finite variance conditioned to survive, the incipient infinite cluster in with and the uniform spanning tree in all have the infinite collision property. For power-law combs and spherically symmetric...