Displaying similar documents to “An invariance principle for the law of the iterated logarithm for some Markov chains”

On the spectral analysis of second-order Markov chains

Persi Diaconis, Laurent Miclo (2013)

Annales de la faculté des sciences de Toulouse Mathématiques

Similarity:

Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap under appropriate perturbations is investigated. Our quantitative and qualitative results confirm...

On the exchanges between Wolfgang Doeblin and Bohuslav Hostinský

Laurent Mazliak (2007)

Revue d'histoire des mathématiques

Similarity:

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

Similarity:

We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.

Simple Markov chains

O. Adelman (1976)

Annales scientifiques de l'Université de Clermont. Mathématiques

Similarity:

Conditional Markov chains - construction and properties

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)

Banach Center Publications

Similarity:

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.

Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains

Jeffrey J. Hunter (2016)

Special Matrices

Similarity:

This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...

Estimates for perturbations of discounted Markov chains on general spaces

Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)

Applicationes Mathematicae

Similarity:

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

Similarity:

A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.