Displaying similar documents to “On convergence of homogeneous Markov chains”

On the discrepancy of Markov-normal sequences

M. B. Levin (1996)

Journal de théorie des nombres de Bordeaux

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We construct a Markov normal sequence with a discrepancy of O ( N - 1 / 2 log 2 N ) . The estimation of the discrepancy was previously known to be O ( e - c ( log N ) 1 / 2 ) .

Bounds on regeneration times and limit theorems for subgeometric Markov chains

Randal Douc, Arnaud Guillin, Eric Moulines (2008)

Annales de l'I.H.P. Probabilités et statistiques

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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...

Nonconvolution transforms with oscillating kernels that map Ḃ 1 0 , 1 into itself

G. Sampson (1993)

Studia Mathematica

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We consider operators of the form ( Ω f ) ( y ) = ʃ - ∞ ∞ Ω ( y , u ) f ( u ) d u with Ω(y,u) = K(y,u)h(y-u), where K is a Calderón-Zygmund kernel and h ∈ L ∞ (see (0.1) and (0.2)). We give necessary and sufficient conditions for such operators to map the Besov space Ḃ 1 0 , 1 (= B) into itself. In particular, all operators with h ( y ) = e i | y | a , a > 0, a ≠ 1, map B into itself.

On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

Ewa Drabik (1996)

Applicationes Mathematicae

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Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.