Approximation of arbitrary Dirichlet processes by Markov chains
Zhi-Ming Ma, Michael Röckner, Tu-Sheng Zhang (1998)
Annales de l'I.H.P. Probabilités et statistiques
Bertacchi, Daniela (2006)
Electronic Journal of Probability [electronic only]
Lotov, V.I., Orlova, N.G. (2006)
Sibirskij Matematicheskij Zhurnal
Konrad Kolesko (2010)
Colloquium Mathematicae
Let Aff(𝕋) be the group of isometries of a homogeneous tree 𝕋 fixing an end of its boundary. Given a probability measure on Aff(𝕋) we consider an associated random process on the tree. It is known that under suitable hypothesis this random process converges to the boundary of the tree defining a harmonic measure there. In this paper we study the asymptotic behaviour of this measure.
Geon Choe, Dong Kim (2000)
Colloquium Mathematicae
The convergence rate of the expectation of the logarithm of the first return time , after being properly normalized, is investigated for ergodic Markov chains. I. Kontoyiannis showed that for any β > 0 we have a.s. for aperiodic cases and A. J. Wyner proved that for any ε >0 we have eventually, a.s., where is the probability of the initial n-block in x. In this paper we prove that converges to a constant depending only on the process where is the modified first return time with...
Gérard Letac (1974)
Annales scientifiques de l'Université de Clermont. Mathématiques
Zbyněk Šidák (1976)
Aplikace matematiky
Benzi, Michele, Uçar, Bora (2007)
ETNA. Electronic Transactions on Numerical Analysis [electronic only]
Roch, Sébastien (2005)
Electronic Communications in Probability [electronic only]
Randal Douc, Arnaud Guillin, Eric Moulines (2008)
Annales de l'I.H.P. Probabilités et statistiques
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 in the proof....
Darío Maravall Casesnoves (1981)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
J. B. Gravereaux (1988)
Annales de l'I.H.P. Probabilités et statistiques
Francisco Benito (1982)
Trabajos de Estadística e Investigación Operativa
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 or unlimited horizon and...
Bérard, Jean, Ramirez, Alejandro (2007)
Electronic Communications in Probability [electronic only]
Duheille-Bienvenüe, Frédérique, Guillotin-Plantard, Nadine (2003)
Electronic Communications in Probability [electronic only]
J. Roudier (1972)
Annales de l'I.H.P. Probabilités et statistiques
Leopoldo Bertossi (1985)
Revista colombiana de matematicas
M. Binkowska, B. Kaminski (1984)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Antonín Lešanovský (1990)
Czechoslovak Mathematical Journal
Martin T. Barlow, Yuval Peres, Perla Sousi (2012)
Annales de l'I.H.P. Probabilités et statistiques
A recurrent graph has the infinite collision property if two independent random walks on , started at the same point, collide infinitely often a.s. We give a simple criterion in terms of Green functions for a graph to have this property, and use it to prove that a critical Galton–Watson tree with finite variance conditioned to survive, the incipient infinite cluster in with and the uniform spanning tree in all have the infinite collision property. For power-law combs and spherically symmetric...