Iterated Function Systems and Spectral Decomposition of the Associated Markov Operator
Marc Peigné (1993)
Publications mathématiques et informatique de Rennes
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Displaying similar documents to “On the spectral analysis of second-order Markov chains”
Iterated Function Systems and Spectral Decomposition of the Associated Markov Operator
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.
Simple Markov chains
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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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.
Why the Kemeny Time is a constant
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.
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.
Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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Estimates for perturbations of discounted Markov chains on general spaces
Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Technical comment. A problem on Markov chains
Franco Giannessi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.