On the Markov chain central limit theorem.
Jones, Galin L. (2004)
Probability Surveys [electronic only]
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Jones, Galin L. (2004)
Probability Surveys [electronic only]
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Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Dyer, Martin, Goldberg, Leslie Ann, Jerrum, Mark, Martin, Russell (2006)
Probability Surveys [electronic only]
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Spitzner, Dan J., Boucher, Thomas R. (2007)
Electronic Communications in Probability [electronic only]
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Adamczak, Radoslaw (2008)
Electronic Journal of Probability [electronic only]
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Kalashnikov, Vladimir V. (1994)
Journal of Applied Mathematics and Stochastic Analysis
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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...
R. M. Phatarfod (1983)
Applicationes Mathematicae
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Cohn, Harry (1979)
International Journal of Mathematics and Mathematical Sciences
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Keilson, Julian (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Keilson, J., Vasicek, O.A. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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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,...
E. Nummelin, R. L. Tweedie (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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