The discrete skeleton method and a total variation limit theorem for continous-time Markov processes.
E. Nummelin (1978)
Mathematica Scandinavica
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Displaying similar documents to “On strong Markov duals.”
The discrete skeleton method and a total variation limit theorem for continous-time Markov processes.
Topics in Markov Additive Processes.
E. Arjas, T.P. Speed (1973)
Mathematica Scandinavica
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The central limit theorem for Markov chains with the simultatneous total variation convergence of the chain.
Seppo Niemi (1981)
Mathematica Scandinavica
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The convergence of sums of transition probabilities of a positive recurrent Markov chain.
E. Nummelin (1981)
Mathematica Scandinavica
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An invariance principle for the law of the iterated logarithm for some Markov chains
W. Bołt, A. A. Majewski, T. Szarek (2012)
Studia Mathematica
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Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský
Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
Markov random walks on groups.
Göran Högnäs (1986)
Mathematica Scandinavica
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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.
Extension of the law of large numbers to quantities, depending on each other (1906). Reprint.
Markov, A.A. (2006)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
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A Measure Concentration Inequality for Contracting Markov Chains.
K. Marton (1996)
Geometric and functional analysis
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Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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