The tail structure of nonhomogeneous finite state Markov chains: survey
Marius Losifescu (1979)
Banach Center Publications
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Marius Losifescu (1979)
Banach Center Publications
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O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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I. Koźniewska (1958)
Colloquium Mathematicae
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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...
Zbyněk Šidák (1976)
Aplikace matematiky
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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.