Borisov, D. I.; Piatnitski, A. L.; Zhizhina, E. A. On the spectrum of convolution operator with a potential. (English) Zbl 07590506 J. Math. Anal. Appl. 517, No. 1, Article ID 126568, 27 p. (2023). MSC: 81Qxx 35Jxx 60Jxx PDF BibTeX XML Cite \textit{D. I. Borisov} et al., J. Math. Anal. Appl. 517, No. 1, Article ID 126568, 27 p. (2023; Zbl 07590506) Full Text: DOI OpenURL
Pagliarani, Stefano; Polidoro, Sergio A Yosida’s parametrix approach to Varadhan’s estimates for a degenerate diffusion under the weak Hörmander condition. (English) Zbl 07590500 J. Math. Anal. Appl. 517, No. 1, Article ID 126538, 42 p. (2023). MSC: 91Gxx 60Jxx 35Kxx PDF BibTeX XML Cite \textit{S. Pagliarani} and \textit{S. Polidoro}, J. Math. Anal. Appl. 517, No. 1, Article ID 126538, 42 p. (2023; Zbl 07590500) Full Text: DOI OpenURL
Wang, Jie; Chen, Xin \(H_\infty\) consensus for stochastic Markov jump multi-agent systems with imperfect time-varying transition probabilities and multiplicative noise. (English) Zbl 07589680 Appl. Math. Comput. 436, Article ID 127504, 12 p. (2023). MSC: 93Cxx 93Exx 60Jxx PDF BibTeX XML Cite \textit{J. Wang} and \textit{X. Chen}, Appl. Math. Comput. 436, Article ID 127504, 12 p. (2023; Zbl 07589680) Full Text: DOI OpenURL
Bronson, Richard; Costa, Gabriel B; Saccoman, John T.; Gross, Daniel 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). MSC: 15-01 15A03 15A04 15A18 15A63 15A21 65F05 60J10 34A30 PDF BibTeX XML OpenURL
Kamatani, Kengo 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). MSC: 62-02 62C10 65C05 65C40 60J10 PDF BibTeX XML Cite \textit{K. Kamatani}, Stability of Markov chain Monte Carlo methods (to appear). Tokyo: Springer (2023; Zbl 06690415) OpenURL
Tough, Oliver Stochastic approximation of the paths of killed Markov processes conditioned on survival. (English) Zbl 07592533 Electron. Commun. Probab. 27, Paper No. 35, 13 p. (2022). MSC: 60J10 60J85 PDF BibTeX XML Cite \textit{O. Tough}, Electron. Commun. Probab. 27, Paper No. 35, 13 p. (2022; Zbl 07592533) Full Text: DOI OpenURL
Perruchaud, Pierre Kinetic Dyson Brownian motion. (English) Zbl 07592532 Electron. Commun. Probab. 27, Paper No. 37, 12 p. (2022). MSC: 60B20 60G53 60J60 PDF BibTeX XML Cite \textit{P. Perruchaud}, Electron. Commun. Probab. 27, Paper No. 37, 12 p. (2022; Zbl 07592532) Full Text: DOI OpenURL
Xin, Linwei; Goldberg, David Alan Distributionally robust inventory control when demand is a martingale. (English) Zbl 07592383 Math. Oper. Res. 47, No. 3, 2387-2414 (2022). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{L. Xin} and \textit{D. A. Goldberg}, Math. Oper. Res. 47, No. 3, 2387--2414 (2022; Zbl 07592383) Full Text: DOI OpenURL
Ramaswamy, Arunselvan; Bhatnagar, Shalabh Analyzing approximate value iteration algorithms. (English) Zbl 07592372 Math. Oper. Res. 47, No. 3, 2138-2159 (2022). MSC: 90C39 62L20 90C40 47H04 PDF BibTeX XML Cite \textit{A. Ramaswamy} and \textit{S. Bhatnagar}, Math. Oper. Res. 47, No. 3, 2138--2159 (2022; Zbl 07592372) Full Text: DOI OpenURL
Bäuerle, Nicole; Glauner, Alexander Distributionally robust Markov decision processes and their connection to risk measures. (English) Zbl 07592357 Math. Oper. Res. 47, No. 3, 1757-1780 (2022). MSC: 90C40 90C17 91G70 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Glauner}, Math. Oper. Res. 47, No. 3, 1757--1780 (2022; Zbl 07592357) Full Text: DOI OpenURL
Cominetti, Roberto; Quattropani, Matteo; Scarsini, Marco The buck-passing game. (English) Zbl 07592356 Math. Oper. Res. 47, No. 3, 1731-1756 (2022). MSC: 91A43 91A06 60J10 91A14 PDF BibTeX XML Cite \textit{R. Cominetti} et al., Math. Oper. Res. 47, No. 3, 1731--1756 (2022; Zbl 07592356) Full Text: DOI OpenURL
Herdegen, Martin; Kreher, Dörte Bubbles in discrete-time models. (English) Zbl 07592352 Finance Stoch. 26, No. 4, 899-925 (2022). MSC: 91Gxx 60G42 60J05 91G99 45D05 PDF BibTeX XML Cite \textit{M. Herdegen} and \textit{D. Kreher}, Finance Stoch. 26, No. 4, 899--925 (2022; Zbl 07592352) Full Text: DOI OpenURL
Clempner, Julio B. A Lyapunov approach for stable reinforcement learning. (English) Zbl 07592290 Comput. Appl. Math. 41, No. 6, Paper No. 279, 15 p. (2022). MSC: 37M25 46N10 65C40 60J20 PDF BibTeX XML Cite \textit{J. B. Clempner}, Comput. Appl. Math. 41, No. 6, Paper No. 279, 15 p. (2022; Zbl 07592290) Full Text: DOI OpenURL
Sava, M. Gabriela; Vargas, Luis G.; May, Jerrold H.; Dolan, James G. Multi-dimensional stability analysis for analytic network process models. (English) Zbl 07592281 Ann. Oper. Res. 316, No. 2, 1401-1424 (2022). MSC: 90Bxx 90Cxx 60Jxx PDF BibTeX XML Cite \textit{M. G. Sava} et al., Ann. Oper. Res. 316, No. 2, 1401--1424 (2022; Zbl 07592281) Full Text: DOI OpenURL
Warne, David J.; Prescott, Thomas P.; Baker, Ruth E.; Simpson, Matthew J. Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes. (English) Zbl 07592142 J. Comput. Phys. 469, Article ID 111543, 23 p. (2022). MSC: 65Cxx 62Fxx 60Hxx PDF BibTeX XML Cite \textit{D. J. Warne} et al., J. Comput. Phys. 469, Article ID 111543, 23 p. (2022; Zbl 07592142) Full Text: DOI OpenURL
Bouchet, Freddy; Reygner, Julien Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations. (English) Zbl 07591720 J. Stat. Phys. 189, No. 2, Paper No. 21, 32 p. (2022). MSC: 60F10 60Jxx 60Hxx PDF BibTeX XML Cite \textit{F. Bouchet} and \textit{J. Reygner}, J. Stat. Phys. 189, No. 2, Paper No. 21, 32 p. (2022; Zbl 07591720) Full Text: DOI OpenURL
Foster, James; Lyons, Terry; Margarint, Vlad An asymptotic radius of convergence for the Loewner equation and simulation of \(SLE_{\kappa}\) traces via splitting. (English) Zbl 07591717 J. Stat. Phys. 189, No. 2, Paper No. 18, 14 p. (2022). MSC: 60Hxx 60Jxx 30Cxx PDF BibTeX XML Cite \textit{J. Foster} et al., J. Stat. Phys. 189, No. 2, Paper No. 18, 14 p. (2022; Zbl 07591717) Full Text: DOI OpenURL
Zhang, Gongqiu; Li, Lingfei Analysis of Markov chain approximation for diffusion models with nonsmooth coefficients. (English) Zbl 07591712 SIAM J. Financ. Math. 13, No. 3, 1144-1190 (2022). MSC: 91G20 91G30 60J28 60J60 PDF BibTeX XML Cite \textit{G. Zhang} and \textit{L. Li}, SIAM J. Financ. Math. 13, No. 3, 1144--1190 (2022; Zbl 07591712) Full Text: DOI OpenURL
Avrachenkov, Konstantin; Brown, Patrick; Litvak, Nelly Red light green light method for solving large Markov chains. (English) Zbl 07589946 J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022). MSC: 60J10 60J22 65C40 PDF BibTeX XML Cite \textit{K. Avrachenkov} et al., J. Sci. Comput. 93, No. 1, Paper No. 18, 43 p. (2022; Zbl 07589946) Full Text: DOI OpenURL
Guerry, Marie-Anne Matrix roots and embedding conditions for three-state discrete-time Markov chains with complex eigenvalues. (English) Zbl 07589776 Commun. Math. Stat. 10, No. 3, 435-450 (2022). MSC: 60J10 15A18 15B51 PDF BibTeX XML Cite \textit{M.-A. Guerry}, Commun. Math. Stat. 10, No. 3, 435--450 (2022; Zbl 07589776) Full Text: DOI OpenURL
Unterberger, Jérémie; Nghe, Philippe Stoechiometric and dynamical autocatalysis for diluted chemical reaction networks. (English) Zbl 07589447 J. Math. Biol. 85, No. 3, Paper No. 26, 46 p. (2022). MSC: 34D08 60J20 80A32 92C42 92C45 92E20 PDF BibTeX XML Cite \textit{J. Unterberger} and \textit{P. Nghe}, J. Math. Biol. 85, No. 3, Paper No. 26, 46 p. (2022; Zbl 07589447) Full Text: DOI OpenURL
Cattiaux, Patrick; Fathi, Max; Guillin, Arnaud Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds. (English. French summary) Zbl 07589404 J. Math. Pures Appl. (9) 166, 1-29 (2022). MSC: 60-XX 26D10 47D07 60G10 60J60 PDF BibTeX XML Cite \textit{P. Cattiaux} et al., J. Math. Pures Appl. (9) 166, 1--29 (2022; Zbl 07589404) Full Text: DOI OpenURL
Vasdekis, Giorgos; Roberts, Gareth O. A note on the polynomial ergodicity of the one-dimensional zig-zag process. (English) Zbl 07589164 J. Appl. Probab. 59, No. 3, 895-903 (2022). MSC: 60J25 65C05 60F05 PDF BibTeX XML Cite \textit{G. Vasdekis} and \textit{G. O. Roberts}, J. Appl. Probab. 59, No. 3, 895--903 (2022; Zbl 07589164) Full Text: DOI OpenURL
Boardman, Samuel; Rudolf, Daniel; Saloff-Coste, Laurent The hit-and-run version of top-to-random. (English) Zbl 07589162 J. Appl. Probab. 59, No. 3, 860-879 (2022). MSC: 60J10 60B10 60B15 60G51 PDF BibTeX XML Cite \textit{S. Boardman} et al., J. Appl. Probab. 59, No. 3, 860--879 (2022; Zbl 07589162) Full Text: DOI OpenURL
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Tawn, Nicholas G. Skew Brownian motion and complexity of the ALPS algorithm. (English) Zbl 07589158 J. Appl. Probab. 59, No. 3, 777-796 (2022). MSC: 60J25 60J05 60J22 PDF BibTeX XML Cite \textit{G. O. Roberts} et al., J. Appl. Probab. 59, No. 3, 777--796 (2022; Zbl 07589158) Full Text: DOI OpenURL
Braun, Georg On supercritical branching processes with emigration. (English) Zbl 07589156 J. Appl. Probab. 59, No. 3, 734-754 (2022). MSC: 60J80 60J10 PDF BibTeX XML Cite \textit{G. Braun}, J. Appl. Probab. 59, No. 3, 734--754 (2022; Zbl 07589156) Full Text: DOI OpenURL
Holmes, Mark; Kious, Daniel Coexistence of lazy frogs on \(\mathbb{Z}\). (English) Zbl 07589154 J. Appl. Probab. 59, No. 3, 702-713 (2022). MSC: 60K35 60K37 60J10 PDF BibTeX XML Cite \textit{M. Holmes} and \textit{D. Kious}, J. Appl. Probab. 59, No. 3, 702--713 (2022; Zbl 07589154) Full Text: DOI OpenURL
González Casanova, Adrián; Peñaloza, Lizbeth; Siri-Jégousse, Arno The shape of a seed bank tree. (English) Zbl 07589150 J. Appl. Probab. 59, No. 3, 631-651 (2022). MSC: 60J95 60C05 60J28 92D25 PDF BibTeX XML Cite \textit{A. González Casanova} et al., J. Appl. Probab. 59, No. 3, 631--651 (2022; Zbl 07589150) Full Text: DOI OpenURL
Chen, Mu-Fa New progress on L.K. Hua’s optimization theory of economics. (Chinese. English summary) Zbl 07588253 Chin. J. Appl. Probab. Stat. 38, No. 2, 159-178 (2022). MSC: 91Bxx 60J10 65F15 PDF BibTeX XML Cite \textit{M.-F. Chen}, Chin. J. Appl. Probab. Stat. 38, No. 2, 159--178 (2022; Zbl 07588253) Full Text: Link OpenURL
Bezborodov, Viktor; Di Persio, Luca Spatial birth-and-death processes with a finite number of particles. (English) Zbl 07587585 Mod. Stoch., Theory Appl. 9, No. 3, 279-312 (2022). MSC: 60K35 60J25 PDF BibTeX XML Cite \textit{V. Bezborodov} and \textit{L. Di Persio}, Mod. Stoch., Theory Appl. 9, No. 3, 279--312 (2022; Zbl 07587585) Full Text: DOI OpenURL
Liu, Zeyu; Khojandi, Anahita; Li, Xueping; Mohammed, Akram; Davis, Robert L.; Kamaleswaran, Rishikesan A machine learning-enabled partially observable Markov decision process framework for early sepsis prediction. (English) Zbl 07587556 INFORMS J. Comput. 34, No. 4, 2039-2057 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{Z. Liu} et al., INFORMS J. Comput. 34, No. 4, 2039--2057 (2022; Zbl 07587556) Full Text: DOI OpenURL
Aouad, Ali; Sarıtaç, Ömer Dynamic stochastic matching under limited time. (English) Zbl 07587529 Oper. Res. 70, No. 4, 2349-2383 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{A. Aouad} and \textit{Ö. Sarıtaç}, Oper. Res. 70, No. 4, 2349--2383 (2022; Zbl 07587529) Full Text: DOI OpenURL
Peovski, Filip; Cvetkoska, Violeta; Trpeski, Predrag; Ivanovski, Igor Monitoring stock market returns: a stochastic approach. (English) Zbl 07586707 Croat. Oper. Res. Rev. (CRORR) 13, No. 1, 65-76 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{F. Peovski} et al., Croat. Oper. Res. Rev. (CRORR) 13, No. 1, 65--76 (2022; Zbl 07586707) Full Text: DOI OpenURL
Ohnishi, Masamitsu; Shimoshimizu, Makoto Optimal pair-trade execution with generalized cross-impact. (English) Zbl 07585748 Asia-Pac. Financ. Mark. 29, No. 2, 253-289 (2022). MSC: 91G15 90C40 PDF BibTeX XML Cite \textit{M. Ohnishi} and \textit{M. Shimoshimizu}, Asia-Pac. Financ. Mark. 29, No. 2, 253--289 (2022; Zbl 07585748) Full Text: DOI OpenURL
Kinzebulatov, D.; Madou, K. R. Stochastic equations with time-dependent singular drift. (English) Zbl 07585655 J. Differ. Equations 337, 255-293 (2022). MSC: 60H10 47D07 35J75 PDF BibTeX XML Cite \textit{D. Kinzebulatov} and \textit{K. R. Madou}, J. Differ. Equations 337, 255--293 (2022; Zbl 07585655) Full Text: DOI OpenURL
Liu, Zhenxin; Ma, Jun Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching. (English) Zbl 07585653 J. Differ. Equations 337, 138-167 (2022). MSC: 60J60 60J27 37H30 93D23 PDF BibTeX XML Cite \textit{Z. Liu} and \textit{J. Ma}, J. Differ. Equations 337, 138--167 (2022; Zbl 07585653) Full Text: DOI OpenURL
Basu, Riddhipratim; Mj, Mahan First passage percolation on hyperbolic groups. (English) Zbl 07585357 Adv. Math. 408 A, Article ID 108599, 63 p. (2022). MSC: 60K35 82B43 20F67 20F65 51F99 60J50 PDF BibTeX XML Cite \textit{R. Basu} and \textit{M. Mj}, Adv. Math. 408 A, Article ID 108599, 63 p. (2022; Zbl 07585357) Full Text: DOI OpenURL
Cordes, Matthew; Dussaule, Matthieu; Gekhtman, Ilya An embedding of the Morse boundary in the Martin boundary. (English) Zbl 07585324 Algebr. Geom. Topol. 22, No. 3, 1217-1253 (2022). MSC: 20P05 20F65 60J50 20F67 31C35 PDF BibTeX XML Cite \textit{M. Cordes} et al., Algebr. Geom. Topol. 22, No. 3, 1217--1253 (2022; Zbl 07585324) Full Text: DOI OpenURL
Nakade, Koichi; Karim, Rubayet Analysis of a discrete-time Markov process with a bounded continuous state space by the Fredholm integral equation of the second kind. (English) Zbl 07585258 RAIRO, Oper. Res. 56, No. 4, 2881-2894 (2022). MSC: 60J05 45B05 PDF BibTeX XML Cite \textit{K. Nakade} and \textit{R. Karim}, RAIRO, Oper. Res. 56, No. 4, 2881--2894 (2022; Zbl 07585258) Full Text: DOI OpenURL
Gao, Jinmin; Le, Meilong; Fang, Yuan Dynamic air ticket pricing using reinforcement learning method. (English) Zbl 07585238 RAIRO, Oper. Res. 56, No. 4, 2475-2493 (2022). MSC: 90B22 90C40 PDF BibTeX XML Cite \textit{J. Gao} et al., RAIRO, Oper. Res. 56, No. 4, 2475--2493 (2022; Zbl 07585238) Full Text: DOI OpenURL
Solís, Soveny; Vergara, Vicente A non-linear stable non-Gaussian process in fractional time. (English) Zbl 07585064 Topol. Methods Nonlinear Anal. 59, No. 2B, 987-1028 (2022). MSC: 47G10 47D07 47G30 60G52 PDF BibTeX XML Cite \textit{S. Solís} and \textit{V. Vergara}, Topol. Methods Nonlinear Anal. 59, No. 2B, 987--1028 (2022; Zbl 07585064) Full Text: DOI OpenURL
Zhang, Hua On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients. (English) Zbl 07584846 J. Math. Anal. Appl. 516, No. 2, Article ID 126556, 30 p. (2022). MSC: 60Hxx 60Jxx 60Gxx PDF BibTeX XML Cite \textit{H. Zhang}, J. Math. Anal. Appl. 516, No. 2, Article ID 126556, 30 p. (2022; Zbl 07584846) Full Text: DOI OpenURL
Muhumuza, Cosmas; Mayambala, Fred; Mugisha, Joseph Y. T. A stochastic model of fowl pox disease: estimating the probability of disease outbreak. (English) Zbl 07584740 Int. J. Appl. Comput. Math. 8, No. 5, Paper No. 222, 21 p. (2022). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{C. Muhumuza} et al., Int. J. Appl. Comput. Math. 8, No. 5, Paper No. 222, 21 p. (2022; Zbl 07584740) Full Text: DOI OpenURL
Carrero-Vera, Karla; Cruz-Suárez, Hugo; Montes-de-Oca, Raúl Markov decision processes on finite spaces with fuzzy total rewards. (English) Zbl 07584152 Kybernetika 58, No. 2, 180-199 (2022). MSC: 90C40 93C40 PDF BibTeX XML Cite \textit{K. Carrero-Vera} et al., Kybernetika 58, No. 2, 180--199 (2022; Zbl 07584152) Full Text: DOI OpenURL
Sandrić, Nikola; Arapostathis, Ari; Pang, Guodong Subexponential upper and lower bounds in Wasserstein distance for Markov processes. (English) Zbl 07584030 Appl. Math. Optim. 85, No. 3, Paper No. 24, 45 p. (2022). MSC: 60J05 60J25 60H10 60J75 PDF BibTeX XML Cite \textit{N. Sandrić} et al., Appl. Math. Optim. 85, No. 3, Paper No. 24, 45 p. (2022; Zbl 07584030) Full Text: DOI OpenURL
Cattiaux, Patrick; Guillin, Arnaud; Wu, Li Ming Poincaré and logarithmic Sobolev inequalities for nearly radial measures. (English) Zbl 07583971 Acta Math. Sin., Engl. Ser. 38, No. 8, 1377-1398 (2022). MSC: 26D10 39B62 47D07 60G10 60J60 PDF BibTeX XML Cite \textit{P. Cattiaux} et al., Acta Math. Sin., Engl. Ser. 38, No. 8, 1377--1398 (2022; Zbl 07583971) Full Text: DOI OpenURL
Parvaneh, Azadeh; Parvardeh, Afshin; Roy, Rahul A drainage network with dependence and the Brownian web. (English) Zbl 07583933 J. Stat. Phys. 189, No. 1, Paper No. 14, 26 p. (2022). MSC: 60Kxx 05Cxx 82Bxx PDF BibTeX XML Cite \textit{A. Parvaneh} et al., J. Stat. Phys. 189, No. 1, Paper No. 14, 26 p. (2022; Zbl 07583933) Full Text: DOI OpenURL
Gufler, Stephan; Louidor, Oren Ballot theorems for the two-dimensional discrete Gaussian free field. (English) Zbl 07583932 J. Stat. Phys. 189, No. 1, Paper No. 13, 98 p. (2022). MSC: 60Gxx 60Jxx 60-XX PDF BibTeX XML Cite \textit{S. Gufler} and \textit{O. Louidor}, J. Stat. Phys. 189, No. 1, Paper No. 13, 98 p. (2022; Zbl 07583932) Full Text: DOI OpenURL
Spade, David Approximate bounding of mixing time for multiple-step Gibbs samplers. (English) Zbl 07583913 Monte Carlo Methods Appl. 28, No. 3, 221-233 (2022). MSC: 60J05 60J10 60J22 PDF BibTeX XML Cite \textit{D. Spade}, Monte Carlo Methods Appl. 28, No. 3, 221--233 (2022; Zbl 07583913) Full Text: DOI OpenURL
Dibu, A. S.; Jacob, M. J. On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income. (English) Zbl 07582761 Ann. Oper. Res. 315, No. 2, 969-984 (2022). MSC: 91B30 97M30 62P05 60J28 PDF BibTeX XML Cite \textit{A. S. Dibu} and \textit{M. J. Jacob}, Ann. Oper. Res. 315, No. 2, 969--984 (2022; Zbl 07582761) Full Text: DOI OpenURL
Chen, Xin; Kim, Panki; Wang, Jian Two-sided Dirichlet heat kernel estimates of symmetric stable processes on horn-shaped regions. (English) Zbl 07582674 Math. Ann. 384, No. 1-2, 373-418 (2022). MSC: 60G51 60G52 60J25 60J76 PDF BibTeX XML Cite \textit{X. Chen} et al., Math. Ann. 384, No. 1--2, 373--418 (2022; Zbl 07582674) Full Text: DOI OpenURL
Baraviera, Alexandre; Duarte, Pedro; Torres, Maria Joana Stationary measures on infinite graphs. (English) Zbl 07582417 Commun. Contemp. Math. 24, No. 7, Article ID 2150025, 33 p. (2022). MSC: 05C63 47A75 47D07 PDF BibTeX XML Cite \textit{A. Baraviera} et al., Commun. Contemp. Math. 24, No. 7, Article ID 2150025, 33 p. (2022; Zbl 07582417) Full Text: DOI OpenURL
L. A., Prashanth; Fu, Michael C. Risk-sensitive reinforcement learning via policy gradient search. (English) Zbl 07582341 Found. Trends Mach. Learn. 15, No. 5, 537-693 (2022). MSC: 68T05 68-02 PDF BibTeX XML Cite \textit{P. L. A.} and \textit{M. C. Fu}, Found. Trends Mach. Learn. 15, No. 5, 537--693 (2022; Zbl 07582341) Full Text: DOI OpenURL
Bordenave, Charles; Lacoin, Hubert Cutoff at the entropic time for random walks on covered expander graphs. (English) Zbl 07582187 J. Inst. Math. Jussieu 21, No. 5, 1571-1616 (2022). MSC: 05C81 05C48 60J10 60B15 PDF BibTeX XML Cite \textit{C. Bordenave} and \textit{H. Lacoin}, J. Inst. Math. Jussieu 21, No. 5, 1571--1616 (2022; Zbl 07582187) Full Text: DOI OpenURL
Bondi, Alessandro Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises. (English) Zbl 07582134 J. Funct. Anal. 283, No. 10, Article ID 109660, 26 p. (2022). MSC: 60E07 60H15 47D07 PDF BibTeX XML Cite \textit{A. Bondi}, J. Funct. Anal. 283, No. 10, Article ID 109660, 26 p. (2022; Zbl 07582134) Full Text: DOI OpenURL
Benaïm, Michel; Hurth, Tobias Markov chains on metric spaces. A short course (to appear). (English) Zbl 07581836 Universitext. Cham: Springer (ISBN 978-3-031-11821-0/pbk). (2022). MSC: 60-01 60Jxx PDF BibTeX XML OpenURL
Helmuth, Tyler; Perkins, Will; Petti, Samantha Correlation decay for hard spheres via Markov chains. (English) Zbl 07581747 Ann. Appl. Probab. 32, No. 3, 2063-2082 (2022). MSC: 82B21 60J05 PDF BibTeX XML Cite \textit{T. Helmuth} et al., Ann. Appl. Probab. 32, No. 3, 2063--2082 (2022; Zbl 07581747) Full Text: DOI OpenURL
Källblad, Sigrid A dynamic programming approach to distribution-constrained optimal stopping. (English) Zbl 07581743 Ann. Appl. Probab. 32, No. 3, 1902-1928 (2022). MSC: 60G40 60G57 49L20 62L15 49Q20 93E20 58E25 91A15 28B20 60J25 06A06 PDF BibTeX XML Cite \textit{S. Källblad}, Ann. Appl. Probab. 32, No. 3, 1902--1928 (2022; Zbl 07581743) Full Text: DOI OpenURL
Fu, Yingjia; Williams, Ruth J. Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions. (English) Zbl 07581742 Ann. Appl. Probab. 32, No. 3, 1862-1901 (2022). MSC: 94A05 60K30 90B10 60J25 60K25 90B18 PDF BibTeX XML Cite \textit{Y. Fu} and \textit{R. J. Williams}, Ann. Appl. Probab. 32, No. 3, 1862--1901 (2022; Zbl 07581742) Full Text: DOI OpenURL
Cordero, Fernando; Hummel, Sebastian; Schertzer, Emmanuel General selection models: Bernstein duality and minimal ancestral structures. (English) Zbl 07581733 Ann. Appl. Probab. 32, No. 3, 1499-1556 (2022). MSC: 60K35 92D15 60G99 60J25 60J27 PDF BibTeX XML Cite \textit{F. Cordero} et al., Ann. Appl. Probab. 32, No. 3, 1499--1556 (2022; Zbl 07581733) Full Text: DOI OpenURL
Bartoszek, Wojciech; Beśka, Marek; Florek, Wiktor Generalized Dobrushin coefficients on Banach spaces. (English) Zbl 07581270 Bull. Iran. Math. Soc. 48, No. 4, 1691-1709 (2022). MSC: 47A35 37A30 60J05 PDF BibTeX XML Cite \textit{W. Bartoszek} et al., Bull. Iran. Math. Soc. 48, No. 4, 1691--1709 (2022; Zbl 07581270) Full Text: DOI OpenURL
Lindsey, Michael; Weare, Jonathan; Zhang, Anna Ensemble Markov chain Monte Carlo with teleporting walkers. (English) Zbl 07579690 SIAM/ASA J. Uncertain. Quantif. 10, 860-885 (2022). MSC: 65C05 62F15 60J85 PDF BibTeX XML Cite \textit{M. Lindsey} et al., SIAM/ASA J. Uncertain. Quantif. 10, 860--885 (2022; Zbl 07579690) Full Text: DOI OpenURL
Cox, Alexander M. G.; Harris, Simon C.; Kyprianou, Andreas E.; Wang, Minmin Monte Carlo methods for the neutron transport equation. (English) Zbl 07579688 SIAM/ASA J. Uncertain. Quantif. 10, 775-825 (2022). MSC: 82D75 60J80 60J99 PDF BibTeX XML Cite \textit{A. M. G. Cox} et al., SIAM/ASA J. Uncertain. Quantif. 10, 775--825 (2022; Zbl 07579688) Full Text: DOI OpenURL
Selvamuthu, Dharmaraja; Tardelli, Paola Infinite-server systems with Hawkes arrivals and Hawkes services. (English) Zbl 07579656 Queueing Syst. 101, No. 3-4, 329-351 (2022). MSC: 60K25 60G55 60K30 60J75 60G46 PDF BibTeX XML Cite \textit{D. Selvamuthu} and \textit{P. Tardelli}, Queueing Syst. 101, No. 3--4, 329--351 (2022; Zbl 07579656) Full Text: DOI OpenURL
Cerqueti, Roy; De Santis, Emilio Monte Carlo Markov chains constrained on graphs for a target with disconnected support. (English) Zbl 07578471 Electron. J. Stat. 16, No. 2, 4379-4397 (2022). MSC: 60J10 62E25 60B10 05Cxx PDF BibTeX XML Cite \textit{R. Cerqueti} and \textit{E. De Santis}, Electron. J. Stat. 16, No. 2, 4379--4397 (2022; Zbl 07578471) Full Text: DOI Link OpenURL
Tran, Ngoc Khue; Ngo, Hoang-Long LAMN property for multivariate inhomogeneous diffusions with discrete observations. (English) Zbl 07578469 Electron. J. Stat. 16, No. 2, 4275-4331 (2022). MSC: 60H07 60J60 62F12 62M05 PDF BibTeX XML Cite \textit{N. K. Tran} and \textit{H.-L. Ngo}, Electron. J. Stat. 16, No. 2, 4275--4331 (2022; Zbl 07578469) Full Text: DOI Link OpenURL
Riekert, Adrian Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances. (English) Zbl 07578064 Stat. Probab. Lett. 189, Article ID 109605, 8 p. (2022). MSC: 60B10 60J10 65C05 PDF BibTeX XML Cite \textit{A. Riekert}, Stat. Probab. Lett. 189, Article ID 109605, 8 p. (2022; Zbl 07578064) Full Text: DOI OpenURL
Gut, Allan; Stadtmüller, Ulrich The elephant random walk with gradually increasing memory. (English) Zbl 07578061 Stat. Probab. Lett. 189, Article ID 109598, 10 p. (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60G50 60F15 60J10 PDF BibTeX XML Cite \textit{A. Gut} and \textit{U. Stadtmüller}, Stat. Probab. Lett. 189, Article ID 109598, 10 p. (2022; Zbl 07578061) Full Text: DOI OpenURL
Liu, Yujie; Niu, Minwen; Yao, Dacheng; Zhang, Hanqin Stationary distributions and ergodicity of reflection-type Markov chains. (English) Zbl 07578060 Stat. Probab. Lett. 189, Article ID 109597, 8 p. (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J05 60J20 90B05 90B06 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 189, Article ID 109597, 8 p. (2022; Zbl 07578060) Full Text: DOI OpenURL
Meng, Weiwei; Xi, Chengxun Some properties of 2-type Markov branching processes with immigration and instantaneous resurrection. (English) Zbl 07578052 Stat. Probab. Lett. 189, Article ID 109571, 10 p. (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{W. Meng} and \textit{C. Xi}, Stat. Probab. Lett. 189, Article ID 109571, 10 p. (2022; Zbl 07578052) Full Text: DOI OpenURL
Hua, Chen-Wei; Chen, Ting-Li On multiple acceleration of reversible Markov chain. (English) Zbl 07578047 Stat. Probab. Lett. 189, Article ID 109559, 8 p. (2022). MSC: 60-XX 62-XX PDF BibTeX XML Cite \textit{C.-W. Hua} and \textit{T.-L. Chen}, Stat. Probab. Lett. 189, Article ID 109559, 8 p. (2022; Zbl 07578047) Full Text: DOI OpenURL
Bai, Qinbo; Agarwal, Mridul; Aggarwal, Vaneet Joint optimization of concave scalarized multi-objective reinforcement learning with policy gradient based algorithm. (English) Zbl 07577518 J. Artif. Intell. Res. (JAIR) 74, 1565-1597 (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{Q. Bai} et al., J. Artif. Intell. Res. (JAIR) 74, 1565--1597 (2022; Zbl 07577518) Full Text: DOI OpenURL
Ghannam, Mai; Nkurunziza, Sévérien Improved estimation in tensor regression with multiple change-points. (English) Zbl 07577514 Electron. J. Stat. 16, No. 2, 4162-4221 (2022). MSC: 62F30 62M02 PDF BibTeX XML Cite \textit{M. Ghannam} and \textit{S. Nkurunziza}, Electron. J. Stat. 16, No. 2, 4162--4221 (2022; Zbl 07577514) Full Text: DOI Link OpenURL
Merlevède, Florence; Peligrad, Magda; Peligrad, Costel On the local limit theorems for lower psi-mixing Markov chains. (English) Zbl 07577501 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103-1121 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60E07 PDF BibTeX XML Cite \textit{F. Merlevède} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1103--1121 (2022; Zbl 07577501) Full Text: Link OpenURL
Cygan, Wojciech; Kaleta, Kamil; Śliwiński, Mateusz Decay of harmonic functions for discrete time Feynman-Kac operators with confining potentials. (English) Zbl 07577500 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1071-1101 (2022). MSC: 60J10 47D08 31C05 60J75 05C81 39A70 35P05 81Q10 PDF BibTeX XML Cite \textit{W. Cygan} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1071--1101 (2022; Zbl 07577500) Full Text: Link OpenURL
Ray, Gourab; Xiao, Ben Forests on wired regular trees. (English) Zbl 07577498 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1035-1043 (2022). MSC: 60G99 60K35 60G70 PDF BibTeX XML Cite \textit{G. Ray} and \textit{B. Xiao}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 1035--1043 (2022; Zbl 07577498) Full Text: Link OpenURL
Fan, Xiequan; Alquier, Pierre; Doukhan, Paul Deviation inequalities for stochastic approximation by averaging. (English) Zbl 07577029 Stochastic Processes Appl. 152, 452-485 (2022). MSC: 60G42 60J05 60F10 60E15 PDF BibTeX XML Cite \textit{X. Fan} et al., Stochastic Processes Appl. 152, 452--485 (2022; Zbl 07577029) Full Text: DOI OpenURL
Barbour, A. D.; Brightwell, Graham; Luczak, Malwina Long-term concentration of measure and cut-off. (English) Zbl 07577027 Stochastic Processes Appl. 152, 378-423 (2022). MSC: 60J60 60C05 60F15 PDF BibTeX XML Cite \textit{A. D. Barbour} et al., Stochastic Processes Appl. 152, 378--423 (2022; Zbl 07577027) Full Text: DOI OpenURL
Diaconis, Persi; Pal, Soumik Shuffling cards by spatial motion. (English) Zbl 07577020 Stochastic Processes Appl. 152, 149-176 (2022). MSC: 60J10 60J60 PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{S. Pal}, Stochastic Processes Appl. 152, 149--176 (2022; Zbl 07577020) Full Text: DOI OpenURL
Bertoin, Jean Counting the zeros of an elephant random walk. (English) Zbl 07576871 Trans. Am. Math. Soc. 375, No. 8, 5539-5560 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J10 60J55 82C41 60G42 60G50 PDF BibTeX XML Cite \textit{J. Bertoin}, Trans. Am. Math. Soc. 375, No. 8, 5539--5560 (2022; Zbl 07576871) Full Text: DOI arXiv OpenURL
Bini, Dario; Latouche, Guy; Meini, Beatrice Numerical solution of a matrix integral equation arising in Markov-modulated Lévy processes. (English) Zbl 07576741 SIAM J. Sci. Comput. 44, No. 4, A2669-A2690 (2022). MSC: 65F45 60J22 15A24 60G51 60J65 PDF BibTeX XML Cite \textit{D. Bini} et al., SIAM J. Sci. Comput. 44, No. 4, A2669--A2690 (2022; Zbl 07576741) Full Text: DOI OpenURL
Delvoye, Gauthier; Goubet, Olivier; Paccaut, Frédéric Comparison principles and applications to mathematical modelling of vegetal meta-communities. (English) Zbl 07575833 Math. Eng. (Springfield) 4, No. 5, Paper No. 35, 17 p. (2022). MSC: 92-XX 60-XX PDF BibTeX XML Cite \textit{G. Delvoye} et al., Math. Eng. (Springfield) 4, No. 5, Paper No. 35, 17 p. (2022; Zbl 07575833) Full Text: DOI OpenURL
Nagarajan, D.; Sujatha, R.; Kuppuswami, G.; Kavikumar, J. Real-time forecasting of the COVID 19 using fuzzy grey Markov: a different approach in decision-making. (English) Zbl 07575606 Comput. Appl. Math. 41, No. 6, Paper No. 248, 26 p. (2022). MSC: 62A86 62M05 03B52 PDF BibTeX XML Cite \textit{D. Nagarajan} et al., Comput. Appl. Math. 41, No. 6, Paper No. 248, 26 p. (2022; Zbl 07575606) Full Text: DOI OpenURL
Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. Markov decision processes with incomplete information and semiuniform Feller transition probabilities. (English) Zbl 07574528 SIAM J. Control Optim. 60, No. 4, 2488-2513 (2022). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{E. A. Feinberg} et al., SIAM J. Control Optim. 60, No. 4, 2488--2513 (2022; Zbl 07574528) Full Text: DOI OpenURL
do Val, João B. R.; Campos, Daniel S. The \(\mathcal{H}_2\)-optimal control problem of CSVIU systems: discounted, counterdiscounted, and long-run solutions. (English) Zbl 07574521 SIAM J. Control Optim. 60, No. 4, 2320-2343 (2022). MSC: 93E20 93E15 93D15 93D09 65K99 60J05 PDF BibTeX XML Cite \textit{J. B. R. do Val} and \textit{D. S. Campos}, SIAM J. Control Optim. 60, No. 4, 2320--2343 (2022; Zbl 07574521) Full Text: DOI OpenURL
Kobayashi, Mitsuki; Shimizu, Yasutaka Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise. (English) Zbl 07574469 Jpn. J. Stat. Data Sci. 5, No. 1, 217-240 (2022). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{M. Kobayashi} and \textit{Y. Shimizu}, Jpn. J. Stat. Data Sci. 5, No. 1, 217--240 (2022; Zbl 07574469) Full Text: DOI OpenURL
Bensoussan, Alain; Li, Yiqun; Dinh Phan Cao Nguyen; Minh-Binh Tran; Yam, Sheung Chi Phillip; Zhou, Xiang Machine learning and control theory. (English) Zbl 07573597 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 531-558 (2022). MSC: 68T05 68T07 90C15 90C40 93E20 68-02 93-02 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Handb. Numer. Anal. 23, 531--558 (2022; Zbl 07573597) Full Text: Link OpenURL
Jin, Zhuo; Tran, Ky; Yin, George Numerical solutions of stochastic control problems: Markov chain approximation methods. (English) Zbl 07573588 Trélat, Emmanuel (ed.) et al., Numerical control. Part A. Amsterdam: Elsevier/North Holland. Handb. Numer. Anal. 23, 233-264 (2022). MSC: 49Mxx 60J20 60J27 65C99 65Kxx 93E20 PDF BibTeX XML Cite \textit{Z. Jin} et al., Handb. Numer. Anal. 23, 233--264 (2022; Zbl 07573588) Full Text: Link OpenURL
Michelen, Marcus; Perkins, Will Strong spatial mixing for repulsive point processes. (English) Zbl 07573439 J. Stat. Phys. 189, No. 1, Paper No. 9, 32 p. (2022). MSC: 82C22 60J22 60J10 60G55 65C20 PDF BibTeX XML Cite \textit{M. Michelen} and \textit{W. Perkins}, J. Stat. Phys. 189, No. 1, Paper No. 9, 32 p. (2022; Zbl 07573439) Full Text: DOI OpenURL
Wu, Xiao; Kong, Yinying; Guo, Zhenbin Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces. (English) Zbl 07572910 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594-604 (2022). MSC: 60J10 90C40 93E20 PDF BibTeX XML Cite \textit{X. Wu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594--604 (2022; Zbl 07572910) Full Text: Link OpenURL
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenchtchikov, Serguei Adaptive efficient estimation for generalized semi-Markov big data models. (English) Zbl 07572407 Ann. Inst. Stat. Math. 74, No. 5, 925-955 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{V. S. Barbu} et al., Ann. Inst. Stat. Math. 74, No. 5, 925--955 (2022; Zbl 07572407) Full Text: DOI HAL OpenURL
Zhao, Mingming; Li, Yongfeng; Wen, Zaiwen A stochastic trust-region framework for policy optimization. (English) Zbl 07571710 J. Comput. Math. 40, No. 6, 1006-1032 (2022). MSC: 49L20 90C15 90C26 90C40 93E20 PDF BibTeX XML Cite \textit{M. Zhao} et al., J. Comput. Math. 40, No. 6, 1006--1032 (2022; Zbl 07571710) Full Text: DOI OpenURL
Suda, David Stability of sampling proposals for reducible diffusions over large time intervals. (English) Zbl 07571121 Commun. Stat., Theory Methods 51, No. 18, 6166-6181 (2022). MSC: 60J60 62M05 65C05 PDF BibTeX XML Cite \textit{D. Suda}, Commun. Stat., Theory Methods 51, No. 18, 6166--6181 (2022; Zbl 07571121) Full Text: DOI OpenURL
Wu, Yanfeng; Hu, Jianqiang; Yang, Xiangyu Moment estimators for parameters of Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 07570757 J. Time Ser. Anal. 43, No. 4, 610-639 (2022). MSC: 62Mxx 62F12 62M05 60J25 PDF BibTeX XML Cite \textit{Y. Wu} et al., J. Time Ser. Anal. 43, No. 4, 610--639 (2022; Zbl 07570757) Full Text: DOI OpenURL
Metelli, Alberto Maria; Manneschi, Guglielmo; Restelli, Marcello Policy space identification in configurable environments. (English) Zbl 07570153 Mach. Learn. 111, No. 6, 2093-2145 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{A. M. Metelli} et al., Mach. Learn. 111, No. 6, 2093--2145 (2022; Zbl 07570153) Full Text: DOI OpenURL
Xu, Yue; Zhu, Fukang A new GJR-GARCH model for \(\mathbb{Z}\)-valued time series. (English) Zbl 07569204 J. Time Ser. Anal. 43, No. 3, 490-500 (2022). MSC: 62Mxx 62M10 62M05 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{F. Zhu}, J. Time Ser. Anal. 43, No. 3, 490--500 (2022; Zbl 07569204) Full Text: DOI OpenURL
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link OpenURL
Ciardo, Lorenzo; Dahl, Geir; Kirkland, Steve On Kemeny’s constant for trees with fixed order and diameter. (English) Zbl 07569080 Linear Multilinear Algebra 70, No. 12, 2331-2353 (2022). MSC: 05C81 05C05 05C50 60J10 05C12 94C15 PDF BibTeX XML Cite \textit{L. Ciardo} et al., Linear Multilinear Algebra 70, No. 12, 2331--2353 (2022; Zbl 07569080) Full Text: DOI OpenURL
Li, Xiaocheng; Zhong, Huaiyang; Brandeau, Margaret L. Quantile Markov decision processes. (English) Zbl 07568762 Oper. Res. 70, No. 3, 1428-1447 (2022). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{X. Li} et al., Oper. Res. 70, No. 3, 1428--1447 (2022; Zbl 07568762) Full Text: DOI OpenURL
Alizamir, Saed; de Véricourt, Francis; Sun, Peng Search under accumulated pressure. (English) Zbl 07568760 Oper. Res. 70, No. 3, 1393-1409 (2022). MSC: 90B50 90C40 PDF BibTeX XML Cite \textit{S. Alizamir} et al., Oper. Res. 70, No. 3, 1393--1409 (2022; Zbl 07568760) Full Text: DOI OpenURL