## Found 17,121 Documents (Results 1–100)

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### On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain. (English)Zbl 07607935

Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 29-37 (2023).
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### Hamiltonian Monte Carlo methods in machine learning (to appear). (English)Zbl 07604233

Amsterdam: Elsevier/Academic Press (ISBN 978-0-443-19035-3). (2023).

### Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization. (English)Zbl 07595138

MSC:  60Jxx 33C45 60Gxx
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### Linear algebra. Algorithms, applications, and techniques (to appear). 4th edition. (English)Zbl 07569577

Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-823470-9/pbk). (2023).

### Exploring Monte Carlo methods. 2nd edition. (English)Zbl 1491.65002

Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-819739-4/pbk; 978-0-12-819745-5/ebook). xxii, 570 p. (2023).
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### Stability of Markov chain Monte Carlo methods (to appear). (English)Zbl 06690415

SpringerBriefs in Statistics. JSS Research Series in Statistics. Tokyo: Springer (ISBN 978-4-431-55256-7/pbk; 978-4-431-55257-4/ebook). vi, 104 p. (2023).

### Graph-combinatorial approach for large deviations of Markov chains. (English)Zbl 07625215

MSC:  81-XX 82-XX
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MSC:  68T05
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### An improvement of Markovian integration by parts formula and application to sensitivity computation. (English)Zbl 07621885

MSC:  68-XX 60-XX
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### A class of small deviation theorems for functionals of random fields on a tree with uniformly bounded degree in random environment. (English)Zbl 07621872

MSC:  60J10 60F15 60K37
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MSC:  62-XX
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MSC:  60J22
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### Spread of infection in a network. (English)Zbl 07617831

MSC:  60J20 94C15
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### Stochastic sandpile on a cycle. (English)Zbl 07617398

MSC:  81-XX 82-XX
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### Some old and new problems in thermodynamic formalism of infinite state Markov chains. (English)Zbl 07617008

MSC:  60J20 37D35 37A30
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MSC:  65C60
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### Random walks and the universe of districting plans. (English)Zbl 07616505

Duchin, Moon (ed.) et al., Political geometry. Rethinking redistricting in the US with math, law, and everything in between. Cham: Birkhäuser. 341-381 (2022).
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MSC:  93-XX
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### An adjacent-swap Markov chain on coalescent trees. (English)Zbl 07616210

MSC:  60J10 60J90
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### Direction-sweep Markov chains. (English)Zbl 07615880

MSC:  81-XX 82-XX
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### Parallel computing for Markov chains with islands and ports. (English)Zbl 07614222

MSC:  60J22 60G40 65C40
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### Tail asymptotics in any direction of the stationary distribution in a two-dimensional discrete-time QBD process. (English)Zbl 07613932

MSC:  60J10 60K25
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### Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains. (English)Zbl 07613930

MSC:  60J10 60K25
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### Invariant measures for multidimensional fractional stochastic volatility models. (English)Zbl 07612998

MSC:  60J10 60J25 91G80
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### A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau. (English)Zbl 07611916

MSC:  65C40 68U10 62F15 65C60 65J22
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MSC:  62Pxx
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### Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems. (English)Zbl 07610479

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 189-238 (2022).
MSC:  60F15 60A10 60J05
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### Conservative random walk. (English)Zbl 07609783

MSC:  60G50 60F05 60J10
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### Glauber-exclusion dynamics: rapid mixing regime. (English)Zbl 07609782

MSC:  60J27 82C20 82C22
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### The leftmost column of ordered Chinese restaurant process up-down chains: intertwining and convergence. (English)Zbl 07609781

MSC:  60C05 60F17 60J35
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### Metastability for expanding bubbles on a sticky substrate. (English)Zbl 07609673

MSC:  60K35 82C20 82C24
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MSC:  60J10
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### A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains. (English)Zbl 07606812

MSC:  60J10 60J22
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### Cut-off phenomenon for the $$ax+b$$ Markov chain over a finite field. (English)Zbl 07606000

MSC:  60J10 11T23
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### New run sum $$t$$ charts with variable sampling intervals for process mean. (English)Zbl 07603819

MSC:  62P30 60J20
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### Split Hamiltonian Monte Carlo revisited. (English)Zbl 1496.62006

MSC:  62-08 65C05 60J22
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### Computation of distributions of statistics by means of Markov chains. (English. Russian original)Zbl 07600135

Discrete Math. Appl. 32, No. 4, 285-295 (2022); translation from Diskretn. Mat. 32, No. 4, 38-51 (2020).
MSC:  62-XX 60-XX
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### Dirichlet process and its developments: a survey. (English)Zbl 1496.62061

Front. Math. China 17, No. 1, 79-115 (2022); translation from Adv. Math., Beijing 46, No. 5, 641–666 (2017).
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### On the minimal drift for recurrence in the frog model on $$d$$-ary trees. (English)Zbl 07598995

MSC:  60K35 60J80 60J10
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### Effect of movement on the early phase of an epidemic. (English)Zbl 07598638

MSC:  92D30 60J20
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### On the approximation of extinction time for the discrete-time birth-death circuit chains in random environments. (English)Zbl 07598319

Daras, Nicholas J. (ed.) et al., Approximation and computation in science and engineering. Cham: Springer. Springer Optim. Appl. 180, 333-348 (2022).
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### Convergence rate bounds for iterative random functions using one-shot coupling. (English)Zbl 07597945

MSC:  62-08 60J10 60J22
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MSC:  60J22
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### Diffusion-limited annihilating systems and the increasing convex order. (English)Zbl 07596251

MSC:  60K35 60J10 60J80
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### Keeping random walks safe from extinction and overpopulation in the presence of life-taking disasters. (English)Zbl 07595449

MSC:  92D25 60J20 60G50
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### New uniqueness conditions for the stationary probability matrix of transition probability tensors. (English)Zbl 07595394

MSC:  60J10 15A69 15A69
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### An extrapolation iteration and its lumped type iteration for computing PageRank. (English)Zbl 1495.65043

MSC:  65F15 65B99 60J22
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### Hopping between distant basins. (English)Zbl 07595237

MSC:  65K10 90C26
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### The generalized entropy ergodic theorem for nonhomogeneous bifurcating Markov chains indexed by a binary tree. (English)Zbl 07594383

MSC:  60F15 60J10
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### Stochastic approximation of the paths of killed Markov processes conditioned on survival. (English)Zbl 07592533

MSC:  60J10 60J85
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### A stochastic control approach to bid-ask price modelling. (English)Zbl 07590377

MSC:  91G20 93E20 49L20
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### Red light green light method for solving large Markov chains. (English)Zbl 07589946

MSC:  60J10 60J22 65C40
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### Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues. (English)Zbl 07589776

MSC:  60J10 15A18 15B51
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### On supercritical branching processes with emigration. (English)Zbl 07589156

MSC:  60J80 60J10
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### Coexistence of lazy frogs on $$\mathbb{Z}$$. (English)Zbl 07589154

MSC:  60K35 60K37 60J10
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### About optimal management of FIFO-queues in two-level memory. (English)Zbl 07588292

MSC:  68Mxx 68Pxx 68-XX
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### New progress on L.K. Hua’s optimization theory of economics. (Chinese. English summary)Zbl 07588253

MSC:  91Bxx 60J10 65F15
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### Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities. (English)Zbl 1495.62014

MSC:  62-08 62F15 65C40
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### Statistic selection and MCMC for differentially private Bayesian estimation. (English)Zbl 1495.62008

MSC:  62-08 62F15 65C40
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### Markov switching panel with endogenous synchronization effects. (English)Zbl 07585116

MSC:  62-XX 91-XX
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### Approximate bounding of mixing time for multiple-step Gibbs samplers. (English)Zbl 07583913

MSC:  60J05 60J10 60J22
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### Correlation decay for hard spheres via Markov chains. (English)Zbl 1496.82005

MSC:  82B21 60J05
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### Empirical Bayesian inference using a support informed prior. (English)Zbl 1493.62031

MSC:  62C12 65C40 68U10
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### Monte Carlo Markov chains constrained on graphs for a target with disconnected support. (English)Zbl 07578471

MSC:  60J10 62E25 60B10 05Cxx
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### Approximate unitary 3-designs from transvection Markov chains. (English)Zbl 07578464

MSC:  81P68 68P30 05C25
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### Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model. (English)Zbl 07578222

MSC:  91G20 91G60 60J22
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