Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets
Maciej Romaniuk (2008)
Control and Cybernetics
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Maciej Romaniuk (2008)
Control and Cybernetics
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Francisco Benito (1982)
Trabajos de Estadística e Investigación Operativa
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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...
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...
Narain Kesarwani, Roop (1965)
Portugaliae mathematica
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H. Kasana, P. Agrawal (1999)
Colloquium Mathematicae
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I. Koźniewska (1958)
Colloquium Mathematicae
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Trenčevski, K. (1995)
Serdica Mathematical Journal
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In this paper are examined some classes of linear and non-linear analytical systems of partial differential equations. Compatibility conditions are found and if they are satisfied, the solutions are given as functional series in a neighborhood of a given point (x = 0).
Fabio Zucca (2002)
Extracta Mathematicae
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