Results 221 to 230 of about 10,083 (253)

Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes

Journal of Applied Probability, 1981
For regular Markov processes on a countable space, we provide criteria for the forms of ergodicity in the title in terms of the existence of solutions to inequalities involving the Q-matrix of the process. An application to birth-death processes is given.
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Asymptotically Ergodic Markov Functionals of an Ergodic Process

Theory of Probability & Its Applications, 1995
Summary: Let \(X(t)\) be a homogeneous Markov process given on a state space \((E, {\mathcal B})\) and having an invariant distribution \(\pi (\cdot)\). Let \(\{\xi_n (t)\}\) be a sequence of cut-off Markov functionals with killing times \(\{\zeta_n\}\) and a set of values \(I = \{1,2, \dots, d\}\) which converges to a trivial functional with a ...
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Understanding ergodicity

Integers, 2011
Summary: In this article I try to explain some aspects of the nature of ergodic theory, and in particular why results concerning dynamical averages are interesting, and what we feel to be the natural proofs of convergence of such averages.
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Ergodicity, geometric ergodicity and strong ergodicity

Advances in Applied Probability, 1980
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Ergodic Curves and the Ergodic Function

American Journal of Mathematics, 1940
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On ergodic homeomorphisms

Mathematical Systems Theory, 1975
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The Dobrushin ergodicity coefficient and the ergodicity of noncommutative Markov chains

Journal of Mathematical Analysis and Applications, 2013
Farrukh Mukhamedov
exaly  

Criteria on ergodicity and strong ergodicity of single death processes

Frontiers of Mathematics in China, 2018
Zhang Yuhui
exaly  

Ergodicity of nonlinear first order autoregressive models

Journal of Theoretical Probability, 1995
Rabi N Bhattacharya
exaly  

Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes

Journal of Time Series Analysis, 2005
Eckhard Liebscher
exaly