On the space of Markov chain's finite projections.
Leahu, Alexei (2001)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Displaying similar documents to “Quantitative convergence rates of Markov chains: A simple account.”
On the space of Markov chain's finite projections.
Regeneration and general Markov chains.
Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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From shuffling cards to walking around the building: An introduction to modern Markov chain theory.
Diaconis, Persi (1998)
Documenta Mathematica
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The Kendall theorem and its application to the geometric ergodicity of Markov chains
Witold Bednorz (2013)
Applicationes Mathematicae
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We give an improved quantitative version of the Kendall theorem. The Kendall theorem states that under mild conditions imposed on a probability distribution on the positive integers (i.e. a probability sequence) one can prove convergence of its renewal sequence. Due to the well-known property (the first entrance last exit decomposition) such results are of interest in the stability theory of time-homogeneous Markov chains. In particular this approach may be used to measure rates of convergence...
The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
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Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Conditional Markov chains - construction and properties
Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)
Banach Center Publications
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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.
On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model
Thomas Kaijser
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Consider a Hidden Markov Model (HMM) such that both the state space and the observation space are complete, separable, metric spaces and for which both the transition probability function (tr.pr.f.) determining the hidden Markov chain of the HMM and the tr.pr.f. determining the observation sequence of the HMM have densities. Such HMMs are called fully dominated. In this paper we consider a subclass of fully dominated HMMs which we call regular. A fully dominated,...
Geometric ergodicity and hybrid Markov chains.
Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Geometric ergodicity for a class of Markov chains
E. Nummelin, R. L. Tweedie (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Technical comment. A problem on Markov chains
Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Reduction of absorbing Markov chain
Mariusz Górajski (2009)
Annales UMCS, Mathematica
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In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...