Geometric ergodicity and hybrid Markov chains.
Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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Ryszard Rudnicki (1988)
Annales Polonici Mathematici
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Zbyněk Šidák (1976)
Aplikace matematiky
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Karl Gustafson, Jeffrey J. Hunter (2016)
Special Matrices
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We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
Keilson, Julian (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Jones, Galin L. (2004)
Probability Surveys [electronic only]
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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...
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,...
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Ryszard Rębowski (1987)
Colloquium Mathematicae
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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.