Clémençon, Stephan; Bertail, Patrice; Ciołek, Gabriela Statistical learning based on Markovian data maximal deviation inequalities and learning rates. (English) Zbl 07249513 Ann. Math. Artif. Intell. 88, No. 7, 735-757 (2020). MSC: 60J20 60J05 62M05 PDF BibTeX XML Cite \textit{S. Clémençon} et al., Ann. Math. Artif. Intell. 88, No. 7, 735--757 (2020; Zbl 07249513) Full Text: DOI
Jung, Paul; Owada, Takashi; Samorodnitsky, Gennady Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1381.60081 Ann. Probab. 45, No. 4, 2087-2130 (2017). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F17 60G18 37A40 60G52 PDF BibTeX XML Cite \textit{P. Jung} et al., Ann. Probab. 45, No. 4, 2087--2130 (2017; Zbl 1381.60081) Full Text: DOI Euclid
Araújo, Vítor; Aytaç, Hale Decay of correlations and laws of rare events for transitive random maps. (English) Zbl 1377.37015 Nonlinearity 30, No. 5, 1834-1852 (2017). MSC: 37A50 60G70 37B20 60G10 37A25 PDF BibTeX XML Cite \textit{V. Araújo} and \textit{H. Aytaç}, Nonlinearity 30, No. 5, 1834--1852 (2017; Zbl 1377.37015) Full Text: DOI arXiv
Li, Degui; Tjøstheim, Dag; Gao, Jiti Estimation in nonlinear regression with Harris recurrent Markov chains. (English) Zbl 1349.62380 Ann. Stat. 44, No. 5, 1957-1987 (2016). MSC: 62M05 62J02 62F12 PDF BibTeX XML Cite \textit{D. Li} et al., Ann. Stat. 44, No. 5, 1957--1987 (2016; Zbl 1349.62380) Full Text: DOI arXiv
Bouman, N.; Borst, S. C.; van Leeuwaarden, J. S. H. Stability of random admissible-set scheduling in spatially continuous wireless systems. (English) Zbl 1339.60104 Markov Process. Relat. Fields 21, No. 1, 85-108 (2015). MSC: 60J20 60K30 68M20 90B36 90B18 90B85 PDF BibTeX XML Cite \textit{N. Bouman} et al., Markov Process. Relat. Fields 21, No. 1, 85--108 (2015; Zbl 1339.60104) Full Text: arXiv
Kimmel, Marek; Axelrod, David A. Branching processes in biology. 2nd extended ed. (English) Zbl 1312.92004 Interdisciplinary Applied Mathematics 19. New York, NY: Springer (ISBN 978-1-4939-1558-3/hbk; 978-1-4939-1559-0/ebook). xx, 280 p. (2015). Reviewer: Irina Ioana Mohorianu (Norwich) MSC: 92-02 92B05 60J80 60J85 PDF BibTeX XML Cite \textit{M. Kimmel} and \textit{D. A. Axelrod}, Branching processes in biology. 2nd extended ed. New York, NY: Springer (2015; Zbl 1312.92004) Full Text: DOI
Hairer, Martin; Stuart, Andrew M.; Vollmer, Sebastian J. Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions. (English) Zbl 1307.65002 Ann. Appl. Probab. 24, No. 6, 2455-2490 (2014). Reviewer: Jaromir Antoch (Praha) MSC: 65C05 65C40 60J22 60G50 60G60 PDF BibTeX XML Cite \textit{M. Hairer} et al., Ann. Appl. Probab. 24, No. 6, 2455--2490 (2014; Zbl 1307.65002) Full Text: DOI Euclid arXiv
Curien, Nicolas; Konstantopoulos, Takis Iterating Brownian motions, ad libitum. (English) Zbl 1331.60159 J. Theor. Probab. 27, No. 2, 433-448 (2014). Reviewer: Mikko Pakkanen (London) MSC: 60J65 60J05 60F05 60G57 60G09 60J55 60E99 PDF BibTeX XML Cite \textit{N. Curien} and \textit{T. Konstantopoulos}, J. Theor. Probab. 27, No. 2, 433--448 (2014; Zbl 1331.60159) Full Text: DOI arXiv
Bandi, Federico M.; Corradi, Valentina Nonparametric nonstationarity tests. (English) Zbl 1291.62093 Econom. Theory 30, No. 1, 127-149 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 62G10 62M02 PDF BibTeX XML Cite \textit{F. M. Bandi} and \textit{V. Corradi}, Econom. Theory 30, No. 1, 127--149 (2014; Zbl 1291.62093) Full Text: DOI
Wang, Qiying; Chan, Nigel Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression. (English) Zbl 1398.60066 Bernoulli 20, No. 1, 207-230 (2014). MSC: 60G42 60F05 60J10 62G05 62G20 62J02 PDF BibTeX XML Cite \textit{Q. Wang} and \textit{N. Chan}, Bernoulli 20, No. 1, 207--230 (2014; Zbl 1398.60066) Full Text: DOI Euclid arXiv
Sandrić, Nikola Recurrence and transience property for a class of Markov chains. (English) Zbl 1284.60090 Bernoulli 19, No. 5B, 2167-2199 (2013). MSC: 60G50 60J05 PDF BibTeX XML Cite \textit{N. Sandrić}, Bernoulli 19, No. 5B, 2167--2199 (2013; Zbl 1284.60090) Full Text: DOI arXiv
Konstantin, Khanin; Tatiana, Yarmola Ergodic properties of random billiards driven by thermostats. (English) Zbl 1321.37035 Commun. Math. Phys. 320, No. 1, 121-147 (2013). Reviewer: Anatoliy K. Prykarpatsky (Kraków) MSC: 37D50 37A25 82B21 37A30 PDF BibTeX XML Cite \textit{K. Konstantin} and \textit{Y. Tatiana}, Commun. Math. Phys. 320, No. 1, 121--147 (2013; Zbl 1321.37035) Full Text: DOI arXiv
Glynn, Peter W. On exponential limit laws for hitting times of rare sets for Harris chains and processes. (English) Zbl 1233.60013 J. Appl. Probab. 48A, Spec. Vol., 319-326 (2011). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60F05 60G70 60J05 60J25 PDF BibTeX XML Cite \textit{P. W. Glynn}, J. Appl. Probab. 48A, 319--326 (2011; Zbl 1233.60013) Full Text: DOI
Asmussen, Søren; Glynn, Peter W. A new proof of convergence of MCMC via the ergodic theorem. (English) Zbl 1232.65015 Stat. Probab. Lett. 81, No. 10, 1482-1485 (2011). Reviewer: J. Kaupužs (Riga) MSC: 65C40 60J22 65C05 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{P. W. Glynn}, Stat. Probab. Lett. 81, No. 10, 1482--1485 (2011; Zbl 1232.65015) Full Text: DOI
Kazakevičius, V.; Skorniakov, V. Asymptotically homogeneous iterated random functions with applications to the HARCH process. (English) Zbl 1193.60092 Lith. Math. J. 49, No. 1, 26-39 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J05 62M10 60G10 PDF BibTeX XML Cite \textit{V. Kazakevičius} and \textit{V. Skorniakov}, Lith. Math. J. 49, No. 1, 26--39 (2009; Zbl 1193.60092) Full Text: DOI
Erhardsson, Torkel Non-parametric Bayesian inference for integrals with respect to an unknown finite measure. (English) Zbl 1164.62036 Scand. J. Stat. 35, No. 2, 369-384 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M05 62F15 62G05 60J27 65C40 65C60 PDF BibTeX XML Cite \textit{T. Erhardsson}, Scand. J. Stat. 35, No. 2, 369--384 (2008; Zbl 1164.62036) Full Text: DOI
Carpio, Kristine Joy E. Long-range dependence of positive Harris Chains. (English) Zbl 1254.60077 Matimyas Mat. 30, No. 2-3, 1-8 (2007). MSC: 60J10 60K10 PDF BibTeX XML Cite \textit{K. J. E. Carpio}, Matimyás Mat. 30, No. 2--3, 1--8 (2007; Zbl 1254.60077)
Roberts, Gareth O.; Rosenthal, Jeffrey S. Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. (English) Zbl 1121.60076 Ann. Appl. Probab. 16, No. 4, 2123-2139 (2006). MSC: 60J05 65C05 60J22 62F15 PDF BibTeX XML Cite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 16, No. 4, 2123--2139 (2006; Zbl 1121.60076) Full Text: DOI arXiv
Hu, Feng-Rung On polynomial convergent rates of ergodic diffusions and their stopped Harris chains. (English) Zbl 1108.37003 Soochow J. Math. 32, No. 1, 97-112 (2006). MSC: 37A30 60J10 PDF BibTeX XML Cite \textit{F.-R. Hu}, Soochow J. Math. 32, No. 1, 97--112 (2006; Zbl 1108.37003)
Foss, S.; Sapozhnikov, A. Convergence rates in monotone separable stochastic networks. (English) Zbl 1142.60400 Queueing Syst. 52, No. 2, 125-137 (2006). MSC: 60K25 90B15 90B22 PDF BibTeX XML Cite \textit{S. Foss} and \textit{A. Sapozhnikov}, Queueing Syst. 52, No. 2, 125--137 (2006; Zbl 1142.60400) Full Text: DOI
Herkenrath, Ulrich; Iosifescu, Marius On positive Harris recurrence for a class of Markov chains. (English) Zbl 1099.60046 Math. Rep., Bucur. 7(57), No. 4, 305-313 (2005). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60J05 PDF BibTeX XML Cite \textit{U. Herkenrath} and \textit{M. Iosifescu}, Math. Rep., Buchar. 7(57), No. 4, 305--313 (2005; Zbl 1099.60046)
Chen, Xia; Guillin, Arnaud The functional moderate deviations for Harris recurrent Markov chains and applications. (English) Zbl 1035.60021 Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 1, 89-124 (2004). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60F10 60F15 60F17 60J55 PDF BibTeX XML Cite \textit{X. Chen} and \textit{A. Guillin}, Ann. Inst. Henri Poincaré, Probab. Stat. 40, No. 1, 89--124 (2004; Zbl 1035.60021) Full Text: DOI Numdam EuDML
Gordienko, Evgueni; Yushkevich, Alexander Stability estimates in the problem of average optimal switching of a Markov chain. (English) Zbl 1116.90401 Math. Methods Oper. Res. 57, No. 3, 345-365 (2003). MSC: 90C40 60J05 PDF BibTeX XML Cite \textit{E. Gordienko} and \textit{A. Yushkevich}, Math. Methods Oper. Res. 57, No. 3, 345--365 (2003; Zbl 1116.90401) Full Text: DOI
Yushkevich, Alexander; Gordienko, Evgueni Average optimal switching of a Markov chain with a Borel state space. (English) Zbl 1031.90065 Math. Methods Oper. Res. 55, No. 1, 143-159 (2002). MSC: 90C40 60G40 60J05 91B02 PDF BibTeX XML Cite \textit{A. Yushkevich} and \textit{E. Gordienko}, Math. Methods Oper. Res. 55, No. 1, 143--159 (2002; Zbl 1031.90065) Full Text: DOI
Corcoran, J. N.; Tweedie, R. L. Perfect sampling of ergodic Harris chains. (English) Zbl 1017.60082 Ann. Appl. Probab. 11, No. 2, 438-451 (2001). Reviewer: B.Grigelionis (Vilnius) MSC: 60J10 60K05 60K30 PDF BibTeX XML Cite \textit{J. N. Corcoran} and \textit{R. L. Tweedie}, Ann. Appl. Probab. 11, No. 2, 438--451 (2001; Zbl 1017.60082) Full Text: DOI
Hernández-Lerma, Onésimo; Lasserre, Jean B. Further criteria for positive Harris recurrence of Markov chains. (English) Zbl 0970.60078 Proc. Am. Math. Soc. 129, No. 5, 1521-1524 (2001). Reviewer: Zoran Vondraček (Zagreb) MSC: 60J10 28C15 28A33 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} and \textit{J. B. Lasserre}, Proc. Am. Math. Soc. 129, No. 5, 1521--1524 (2001; Zbl 0970.60078) Full Text: DOI
Shur, M. G. Ratio limit theorems for self-adjoint operators and symmetric Markov chains. (English. Russian original) Zbl 0982.60061 Theory Probab. Appl. 45, No. 2, 273-288 (2000); translation from Teor. Veroyatn. Primen. 45, No. 2, 268-288 (2000). Reviewer: Vladimir Vatutin (Moskva) MSC: 60H25 60J05 PDF BibTeX XML Cite \textit{M. G. Shur}, Theory Probab. Appl. 45, No. 2, 273--288 (2000; Zbl 0982.60061); translation from Teor. Veroyatn. Primen. 45, No. 2, 268--288 (2000) Full Text: DOI
Mira, Antonietta; Geyer, Charles J. On non-reversible Markov chains. (English) Zbl 0969.60071 Madras, Neal (ed.), Monte Carlo methods. Proceedings of the workshop, Toronto, Ontario, Canada, October 25-29, 1998. Providence, RI: AMS, American Mathematical Society. Fields Inst. Commun. 26, 95-110 (2000). Reviewer: G.G.Vrănceanu (Bucureşti) MSC: 60J05 60F05 PDF BibTeX XML Cite \textit{A. Mira} and \textit{C. J. Geyer}, Fields Inst. Commun. 26, 95--110 (2000; Zbl 0969.60071)
Cocozza-Thivent, Christiane; Roussignol, Michel A general framework for some asymptotic reliability formulas. (English) Zbl 0961.60090 Adv. Appl. Probab. 32, No. 2, 446-467 (2000). Reviewer: Dobiesław Bobrowski (Poznań) MSC: 60K20 90B25 PDF BibTeX XML Cite \textit{C. Cocozza-Thivent} and \textit{M. Roussignol}, Adv. Appl. Probab. 32, No. 2, 446--467 (2000; Zbl 0961.60090) Full Text: DOI
Chen, Xia How often does a Harris recurrent Markov chain recur? (English) Zbl 0981.60023 Ann. Probab. 27, No. 3, 1324-1346 (1999). MSC: 60F10 60J10 PDF BibTeX XML Cite \textit{X. Chen}, Ann. Probab. 27, No. 3, 1324--1346 (1999; Zbl 0981.60023) Full Text: DOI
Chen, Xia The law of the iterated logarithm for functionals of Harris recurrent Markov chains: Self normalization. (English) Zbl 0937.60018 J. Theor. Probab. 12, No. 2, 421-445 (1999). Reviewer: T.Inglot (Wrocław) MSC: 60F15 60J27 PDF BibTeX XML Cite \textit{X. Chen}, J. Theor. Probab. 12, No. 2, 421--445 (1999; Zbl 0937.60018) Full Text: DOI
Damerdji, Halim; Glynn, Peter W. Limit theory for performance modeling of future event set algorithms. (English) Zbl 0988.90515 Manage. Sci. 44, No. 12, Pt. 1, 1709-1722 (1998). MSC: 90B35 90C40 PDF BibTeX XML Cite \textit{H. Damerdji} and \textit{P. W. Glynn}, Manage. Sci. 44, No. 12, Part 1, 1709--1722 (1998; Zbl 0988.90515) Full Text: DOI
Athreya, Krishna B.; Kang, Hye-Jeong Some limit theorems for positive recurrent branching Markov chains. II. (English) Zbl 0926.60070 Adv. Appl. Probab. 30, No. 3, 711-722 (1998). Reviewer: H.Hering (Göttingen) MSC: 60J80 60F10 PDF BibTeX XML Cite \textit{K. B. Athreya} and \textit{H.-J. Kang}, Adv. Appl. Probab. 30, No. 3, 711--722 (1998; Zbl 0926.60070) Full Text: DOI
Hwang, Chii-Ruey; Sheu, Shuenn-Jyi On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\). (English) Zbl 1130.65303 J. Multivariate Anal. 66, No. 1, 22-37 (1998). MSC: 65C40 65C60 PDF BibTeX XML Cite \textit{C.-R. Hwang} and \textit{S.-J. Sheu}, J. Multivariate Anal. 66, No. 1, 22--37 (1998; Zbl 1130.65303) Full Text: DOI
Jin, Xing; Deng, Shuhui The structure analysis of the tandem production line with buffers using Harris Markov chain. (Chinese. English summary) Zbl 0898.60069 J. Syst. Sci. Math. Sci. 16, No. 3, 204-210 (1996). MSC: 60J10 PDF BibTeX XML Cite \textit{X. Jin} and \textit{S. Deng}, J. Syst. Sci. Math. Sci. 16, No. 3, 204--210 (1996; Zbl 0898.60069)
Andradóttir, Sigrún Optimization of the transient and steady-state behavior of discrete event systems. (English) Zbl 0885.93060 Manage. Sci. 42, No. 5, 717-737 (1996). MSC: 93E25 90C15 62L20 93E99 90C30 PDF BibTeX XML Cite \textit{S. Andradóttir}, Manage. Sci. 42, No. 5, 717--737 (1996; Zbl 0885.93060) Full Text: DOI
Boldrighini, C.; Soloveitchik, M. Drift and diffusion for a mechanical system. (English) Zbl 0832.60075 Probab. Theory Relat. Fields 103, No. 3, 349-379 (1995). MSC: 60J10 60F15 60J60 PDF BibTeX XML Cite \textit{C. Boldrighini} and \textit{M. Soloveitchik}, Probab. Theory Relat. Fields 103, No. 3, 349--379 (1995; Zbl 0832.60075) Full Text: DOI
Gao, Fuqing Uniform moderate deviations for Markov processes. (Chinese. English summary) Zbl 0830.60060 Acta Math. Sin. 38, No. 4, 543-552 (1995). MSC: 60J10 60F10 PDF BibTeX XML Cite \textit{F. Gao}, Acta Math. Sin. 38, No. 4, 543--552 (1995; Zbl 0830.60060)
Borovkov, A. A.; Korshunov, D. Ergodicity in a sense of weak convergence, equilibrium-type identities and large deviations for Markov chains. (English) Zbl 0849.60069 Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP. 89-98 (1994). Reviewer: Z.Jurek (Wrocław) MSC: 60J10 60F10 60F05 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{D. Korshunov}, in: Probability theory and mathematical statistics. Proceedings of the sixth Vilnius conference, Vilnius, Lithuania, June 28 - July 3, 1993. Utrecht: VSP; Vilnius: TEV. 89--98 (1994; Zbl 0849.60069)
Glynn, Peter W.; L’Ecuyer, Pierre On the existence and estimation of performance measure derivatives for stochastic recursions. (English) Zbl 0819.60055 Cohen, Guy (ed.) et al., 11th International conference on analysis and optimization of systems: discrete event systems. Sophia-Antipolis, France, June 15-17, 1994. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 199, 429-435 (1994). Reviewer: V.Mackevičius (Vilnius) MSC: 60J10 PDF BibTeX XML Cite \textit{P. W. Glynn} and \textit{P. L'Ecuyer}, Lect. Notes Control Inf. Sci. 199, 429--435 (1994; Zbl 0819.60055)
Melfi, Vincent F. Nonlinear renewal theory for Markov random walks. (English) Zbl 0816.60068 Stochastic Processes Appl. 54, No. 1, 71-93 (1994). Reviewer: S.Asmussen (Aalborg) MSC: 60G50 60K05 60K15 PDF BibTeX XML Cite \textit{V. F. Melfi}, Stochastic Processes Appl. 54, No. 1, 71--93 (1994; Zbl 0816.60068) Full Text: DOI
Glasserman, Paul; Tayur, Sridhar The stability of a capacitated, multi-echelon production-inventory system under a base-stock policy. (English) Zbl 0815.90080 Oper. Res. 42, No. 5, 913-925 (1994). MSC: 90B30 90B05 PDF BibTeX XML Cite \textit{P. Glasserman} and \textit{S. Tayur}, Oper. Res. 42, No. 5, 913--925 (1994; Zbl 0815.90080) Full Text: DOI
Tuominen, Pekka; Tweedie, Richard L. Subgeometric rates of convergence of \(f\)-ergodic Markov chains. (English) Zbl 0803.60061 Adv. Appl. Probab. 26, No. 3, 775-798 (1994). MSC: 60J10 60K05 PDF BibTeX XML Cite \textit{P. Tuominen} and \textit{R. L. Tweedie}, Adv. Appl. Probab. 26, No. 3, 775--798 (1994; Zbl 0803.60061) Full Text: DOI
Greenwood, P. E.; Wefelmeyer, W. Nonparametric estimators for Markov step processes. (English) Zbl 0807.62060 Stochastic Processes Appl. 52, No. 1, 1-16 (1994). MSC: 62M05 62G05 62G20 PDF BibTeX XML Cite \textit{P. E. Greenwood} and \textit{W. Wefelmeyer}, Stochastic Processes Appl. 52, No. 1, 1--16 (1994; Zbl 0807.62060) Full Text: DOI
Bélisle, Claude J. P.; Romeijn, H. Edwin; Smith, Robert L. Hit-and-run algorithms for generating multivariate distributions. (English) Zbl 0771.60052 Math. Oper. Res. 18, No. 2, 255-266 (1993). MSC: 60J20 62E20 65C05 PDF BibTeX XML Cite \textit{C. J. P. Bélisle} et al., Math. Oper. Res. 18, No. 2, 255--266 (1993; Zbl 0771.60052) Full Text: DOI
Meyn, Sean P.; Guo, Lei Geometric ergodicity of a doubly stochastic time series model. (English) Zbl 0783.62071 J. Time Ser. Anal. 14, No. 1, 93-108 (1993). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 60F05 60F15 PDF BibTeX XML Cite \textit{S. P. Meyn} and \textit{L. Guo}, J. Time Ser. Anal. 14, No. 1, 93--108 (1993; Zbl 0783.62071) Full Text: DOI
Borovkov, A. A. Conditions for ergodicity of Markov chains which are not associated with Harris irreducibility. (English. Russian original) Zbl 0778.60047 Sib. Math. J. 32, No. 4, 543-554 (1991); translation from Sib. Mat. Zh. 32, No. 4(188), 6-19 (1991). MSC: 60J10 PDF BibTeX XML
Borovkov, A. A. Ergodicity conditions for Markov chains which are not related to Harris irreducibility. (Russian) Zbl 0742.60063 Sib. Mat. Zh. 32, No. 4(188), 6-19 (1991). Reviewer: Z.Vondraček (Zagreb) MSC: 60J10 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Mat. Zh. 32, No. 4(188), 6--19 (1991; Zbl 0742.60063) Full Text: EuDML
Erdös, László; Dao Quang Tuyen Ergodic properties of the multidimensional Rayleigh gas with a semipermeable barrier. (English) Zbl 0718.60128 J. Stat. Phys. 59, No. 5-6, 1589-1602 (1990). MSC: 60K40 76N15 PDF BibTeX XML Cite \textit{L. Erdös} and \textit{Dao Quang Tuyen}, J. Stat. Phys. 59, No. 5--6, 1589--1602 (1990; Zbl 0718.60128) Full Text: DOI
Sigman, Karl The stability of open queueing networks. (English) Zbl 0697.60087 Stochastic Processes Appl. 35, No. 1, 11-25 (1990). MSC: 60K20 60J10 PDF BibTeX XML Cite \textit{K. Sigman}, Stochastic Processes Appl. 35, No. 1, 11--25 (1990; Zbl 0697.60087) Full Text: DOI
Komashko, O. V. The generalized potential of a certain Markov chain. (English. Russian original) Zbl 0738.60065 Theory Probab. Math. Stat. 43, 77-79 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 69-72 (1990). MSC: 60J10 31C99 PDF BibTeX XML Cite \textit{O. V. Komashko}, Theory Probab. Math. Stat. 43, 77--79 (1990; Zbl 0738.60065); translation from Teor. Veroyatn. Mat. Stat., Kiev 43, 69--72 (1990)
Malinovskij, V. K. Limit theorems for Harris Markov chains. II. (English. Russian original) Zbl 0698.60053 Theory Probab. Appl. 34, No. 2, 252-265 (1989); translation from Teor. Veroyatn. Primen. 34, No. 2, 289-303 (1989). MSC: 60J10 PDF BibTeX XML Cite \textit{V. K. Malinovskij}, Theory Probab. Appl. 34, No. 2, 252--265 (1989; Zbl 0698.60053); translation from Teor. Veroyatn. Primen. 34, No. 2, 289--303 (1989) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models. (English) Zbl 0693.62023 J. Multivariate Anal. 31, No. 2, 258-265 (1989). Reviewer: H.N.Nagaraja MSC: 62E20 60F05 62G30 60B10 62M10 PDF BibTeX XML Cite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 31, No. 2, 258--265 (1989; Zbl 0693.62023) Full Text: DOI
Peigné, Marc Marches aléatoires à pas markoviens sur le semi-groupe des contractions de \(R^ d\). (Random walk with Markovian increments on the semi-group of contractions of \(R^ d)\). (French) Zbl 0683.60049 C. R. Acad. Sci., Paris, Sér. I 309, No. 11, 737-740 (1989). MSC: 60G50 60B15 60J10 PDF BibTeX XML Cite \textit{M. Peigné}, C. R. Acad. Sci., Paris, Sér. I 309, No. 11, 737--740 (1989; Zbl 0683.60049)
Jensen, J. L. Asymptotic expansions for strongly mixing Harris recurrent Markov chains. (English) Zbl 0674.60067 Scand. J. Stat. 16, No. 1, 47-63 (1989). Reviewer: J.M.Gani MSC: 60J10 60F99 60K25 PDF BibTeX XML Cite \textit{J. L. Jensen}, Scand. J. Stat. 16, No. 1, 47--63 (1989; Zbl 0674.60067)
Rootzén, Holger Maxima and exceedances of stationary Markov chains. (English) Zbl 0654.60023 Adv. Appl. Probab. 20, No. 2, 371-390 (1988). Reviewer: S.Asmussen MSC: 60F10 60J10 60K25 PDF BibTeX XML Cite \textit{H. Rootzén}, Adv. Appl. Probab. 20, No. 2, 371--390 (1988; Zbl 0654.60023) Full Text: DOI
Sigman, Karl Queues as Harris recurrent Markov chains. (English) Zbl 0652.60096 Queueing Syst. 3, No. 2, 179-198 (1988). MSC: 60K25 60J10 60G55 90B22 PDF BibTeX XML Cite \textit{K. Sigman}, Queueing Syst. 3, No. 2, 179--198 (1988; Zbl 0652.60096) Full Text: DOI
Athreya, Krishna B.; Pantula, Sastry G. A note on strong mixing of ARMA processes. (English) Zbl 0596.60039 Stat. Probab. Lett. 4, 187-190 (1986). Reviewer: J.Andel MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{K. B. Athreya} and \textit{S. G. Pantula}, Stat. Probab. Lett. 4, 187--190 (1986; Zbl 0596.60039) Full Text: DOI
Cogburn, Robert On the distribution of first passage and return times for small sets. (English) Zbl 0591.60063 Ann. Probab. 13, 1219-1223 (1985). Reviewer: M.Schäl MSC: 60J05 60G10 60K05 60E05 60F05 PDF BibTeX XML Cite \textit{R. Cogburn}, Ann. Probab. 13, 1219--1223 (1985; Zbl 0591.60063) Full Text: DOI
Glynn, Peter W. On the range of a regenerative sequence. (English) Zbl 0573.60083 Stochastic Processes Appl. 20, 105-113 (1985). Reviewer: J.Teugels MSC: 60K05 60J10 60J27 60F15 PDF BibTeX XML Cite \textit{P. W. Glynn}, Stochastic Processes Appl. 20, 105--113 (1985; Zbl 0573.60083) Full Text: DOI
Malinovskij, V. K. On some asymptotic relations and identities for Harris recurrent Markov chains. (English) Zbl 0567.60069 Statistics and control of stochastic processes, Proc. Steklov Semin., Moscow 1984, Transl. Ser. Math. Eng., 317-336 (1985). Reviewer: R.Grübel MSC: 60J05 PDF BibTeX XML
Korolyuk, D. V.; Sil’vestrov, D. S. Entry times into asymptotically receding domains for ergodic Markov chains. (English) Zbl 0533.60079 Theory Probab. Appl. 28, 432-442 (1984). MSC: 60J05 60F05 PDF BibTeX XML Cite \textit{D. V. Korolyuk} and \textit{D. S. Sil'vestrov}, Theory Probab. Appl. 28, 432--442 (1984; Zbl 0533.60079) Full Text: DOI
Tweedie, R. L. The existence of moments for stationary Markov chains. (English) Zbl 0513.60067 J. Appl. Probab. 20, 191-196 (1983). MSC: 60J10 60G50 PDF BibTeX XML Cite \textit{R. L. Tweedie}, J. Appl. Probab. 20, 191--196 (1983; Zbl 0513.60067) Full Text: DOI
Korolyuk, D. V.; Sil’vestrov, D. S. The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains. (Russian) Zbl 0513.60065 Teor. Veroyatn. Primen. 28, No. 2, 410-420 (1983). MSC: 60J05 60F05 PDF BibTeX XML Cite \textit{D. V. Korolyuk} and \textit{D. S. Sil'vestrov}, Teor. Veroyatn. Primen. 28, No. 2, 410--420 (1983; Zbl 0513.60065)
Pourchaltchi, M.; Revuz, D. Sur le schema de remplissage pour les processus recurrents. (French) Zbl 0525.60071 Ann. Sci. Univ. Clermont-Ferrand II 71, Math. 20, 119-130 (1982). MSC: 60J10 PDF BibTeX XML Cite \textit{M. Pourchaltchi} and \textit{D. Revuz}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 71(20), 119--130 (1982; Zbl 0525.60071) Full Text: Numdam EuDML
Janssen, Jacques Strong laws for semi-Markov chains with a general state space. (English) Zbl 0522.60089 Ric. Mat. 31, 405-414 (1982). MSC: 60K15 60J10 60G42 60F15 PDF BibTeX XML Cite \textit{J. Janssen}, Ric. Mat. 31, 405--414 (1982; Zbl 0522.60089)
Malinovskij, V. K. On computation of the defect of an asymptotically efficient test in the case of Markov observations. (English. Russian original) Zbl 0514.62034 Sov. Math., Dokl. 26, 736-740 (1982); translation from Dokl. Akad. Nauk SSSR 267, 1053-1057 (1982). MSC: 62F05 62M02 PDF BibTeX XML Cite \textit{V. K. Malinovskij}, Sov. Math., Dokl. 26, 736--740 (1982; Zbl 0514.62034); translation from Dokl. Akad. Nauk SSSR 267, 1053--1057 (1982)
Niemi, S.; Nummelin, E. Central limit theorems for Markov random walks. (English) Zbl 0485.60020 Commentat. Phys.-Math. 54, 13 p. (1982). MSC: 60F05 60G50 PDF BibTeX XML Cite \textit{S. Niemi} and \textit{E. Nummelin}, Commentat. Phys.-Math. 54, 13 p. (1982; Zbl 0485.60020)
Bolthausen, Erwin The Berry-Esseen theorem for strongly mixing Harris recurrent Markov chains. (English) Zbl 0476.60022 Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 283-289 (1982). MSC: 60F05 60J10 PDF BibTeX XML Cite \textit{E. Bolthausen}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 283--289 (1982; Zbl 0476.60022) Full Text: DOI
Niemi, Seppo The central limit theorem for Markov chains with the simultaneous total variation convergence of the chain. (English) Zbl 0479.60031 Math. Scand. 48, 96-100 (1981). MSC: 60F05 60J10 PDF BibTeX XML Cite \textit{S. Niemi}, Math. Scand. 48, 96--100 (1981; Zbl 0479.60031) Full Text: DOI EuDML
Streller, Arnfried A generalization of cumulative processes. (English) Zbl 0465.60037 Elektron. Inform.-verarb. Kybernetik 16, 449-460 (1980). MSC: 60F05 60K10 60G10 PDF BibTeX XML Cite \textit{A. Streller}, Elektron. Informationsverarbeitung Kybernetik 16, 449--460 (1980; Zbl 0465.60037)
Tuominen, Pekka; Tweedie, Richard L. The recurrence structure of general Markov processes. (English) Zbl 0421.60064 Proc. Lond. Math. Soc., III. Ser. 39, 554-576 (1979). MSC: 60J25 PDF BibTeX XML Cite \textit{P. Tuominen} and \textit{R. L. Tweedie}, Proc. Lond. Math. Soc. (3) 39, 554--576 (1979; Zbl 0421.60064) Full Text: DOI
Nummelin, E. A conservation property for general GI/G/1 queues with an application to tandem queues. (English) Zbl 0411.60093 Adv. Appl. Probab. 11, 660-672 (1979). MSC: 60K20 60K25 PDF BibTeX XML Cite \textit{E. Nummelin}, Adv. Appl. Probab. 11, 660--672 (1979; Zbl 0411.60093) Full Text: DOI
Tuominen, Pekka; Tweedie, Richard L. Markov chains with continuous components. (English) Zbl 0396.60059 Proc. Lond. Math. Soc., III. Ser. 38, 89-114 (1979). MSC: 60J05 60G50 PDF BibTeX XML Cite \textit{P. Tuominen} and \textit{R. L. Tweedie}, Proc. Lond. Math. Soc. (3) 38, 89--114 (1979; Zbl 0396.60059) Full Text: DOI
Maigret, Nelly Théoreme de limite central fonctionnel pour une chaîne de Markov recurrente au sens de Harris et positive. (French) Zbl 0414.60040 Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 425-440 (1978). MSC: 60F17 60J05 60J45 PDF BibTeX XML Cite \textit{N. Maigret}, Ann. Inst. Henri Poincaré, Nouv. Sér., Sect. B 14, 425--440 (1978; Zbl 0414.60040) Full Text: Numdam EuDML