Results 1 to 10 of about 577 (49)
Annales Mathematicae Silesianae, 2021 In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4].
Kubieniec Joanna
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Mixing Times of Markov Chains on Degree Constrained Orientations of Planar Graphs [PDF]
Discrete Mathematics & Theoretical Computer Science, 2017 We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$.
Stefan Felsner, Daniel Heldt
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Equicontinuous Families of Markov Operators in View of Asymptotic Stability [PDF]
, 2017 Relation between equicontinuity, the so called e property and stability of Markov operators is studied. In particular, it is shown that any asymptotically stable Markov operator with an invariant measure such that the interior of its support is ...
Hille, Sander C. +2 more
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CLTs and asymptotic variance of time-sampled Markov chains [PDF]
, 2011 For a Markov transition kernel P and a probability distribution μ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel Pμ = Σkμ(k)Pk.
A Barker +27 more
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Error bounds of MCMC for functions with unbounded stationary variance [PDF]
, 2015 We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(1,2)$ so that the functions have finite $L_p$-norm.
Rudolf, Daniel, Schweizer, Nikolaus
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Attractors of iterated function systems and Markov operators
Abstract and Applied Analysis, Volume 2003, Issue 8, Page 479-502, 2003., 2003 This paper contains a review of results concerning “generalized” attractors for a large class of iterated function systems {wi : i ∈ I} acting on a complete separable metric space. This generalization, which originates in the Banach contraction principle, allows us to consider a new class of sets, which we call semi‐attractors (or semifractals).
Józef Myjak, Tomasz Szarek
wiley +1 more source
A model for a dynamic preventive maintenance policy
International Journal of Stochastic Analysis, Volume 13, Issue 4, Page 321-346, 2000., 2000 This paper exhibits a stochastic model which describes the evolution of a material submitted to inspections. When an inspection takes place, a decision depending on the observed state of the material is taken. If the material is in “not too bad” state, no service is rendered, only the date of the next inspection is chosen. If the material is in a “bad”
Christiane Cocozza-Thivent
wiley +1 more source
Exponential inequalities for nonstationary Markov chains
Dependence Modeling, 2019 Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre +2 more
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Invariant probabilities for Feller‐Markov chains
International Journal of Stochastic Analysis, Volume 8, Issue 4, Page 341-345, 1995., 1995 We give necessary and sufficient conditions for the existence of invariant probability measures for Markov chains that satisfy the Feller property.
Onésimo Hernández-Lerma +1 more
wiley +1 more source
Regeneration and general Markov chains
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 357-371, 1994., 1994 Ergodicity, continuity, finite approximations and rare visits of general Markov chains are investigated. The obtained results permit further quantitative analysis of characteristics, such as, rates of convergence, continuity (measured as a distance between perturbed and non‐perturbed characteristics), deviations between Markov chains, accuracy of ...
Vladimir V. Kalashnikov
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