## Found 730 Documents (Results 1–100)

100
MathJax

### Laws of large numbers for non-homogeneous Markov systems with arbitrary transition probability matrices. (English)Zbl 07524143

MSC:  60J10 60J20
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### On improved bounds and conditions for the convergence of Markov chains. (English. Russian original)Zbl 07503380

Izv. Math. 86, No. 1, 92-125 (2022); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 86, No. 1, 98-133 (2022).
MSC:  60J05 60J10 37A25
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### A phase transition for repeated averages. (English)Zbl 07496855

MSC:  60J05 60J20
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### Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: option pricing and greeks. (English)Zbl 1479.91408

MSC:  91G20 91B70 60J28
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### Analysis of the bilateral Laplace transform on time scales with applications. (English)Zbl 1482.44002

MSC:  44A10 26E70
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MSC:  62-XX
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### On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models. (English)Zbl 1478.60207

MSC:  60J20 65C05 65C40
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### Convergence of Markov chain transition probabilities. (English)Zbl 1479.60152

MSC:  60J10 60G10
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### Asymptotic properties of the occupation measure in a multidimensional skip-free Markov-modulated random walk. (English)Zbl 1477.60113

MSC:  60J10 60K25 60G50
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### Bounds on the rate of convergence for Markovian queuing models with catastrophes. (English)Zbl 1482.60122

MSC:  60K25 60J27
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### Global convergence analysis and research on parameter selection of whale optimization algorithm. (Chinese. English summary)Zbl 07403750

MSC:  68T20 60J20 90C59
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### A note on the $$(\lambda ,v)_h^\alpha$$-statistical convergence of the functions defined on the product of time scales. (English)Zbl 07397343

MSC:  40A30 46A35 26E70
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### The coupling/minorization/drift approach to Markov chain convergence rates. (English)Zbl 1470.60204

MSC:  60J10 60J22 60B10
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### Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. (English)Zbl 1475.91365

MSC:  91G20 60J28 60H07
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### $$\Delta$$-convergences of weighted averaged projections in $$\mathrm{CAT}(\kappa)$$ spaces. (English)Zbl 07356497

MSC:  47J25 47A46 53C23
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### Perturbation analysis for stationary distributions of Markov chains with damping component. (English)Zbl 1469.60238

Silvestrov, Sergei (ed.) et al., Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 317, 903-933 (2020).
MSC:  60J10 60K05
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### Convergence of knowledge in a stochastic cultural evolution model with population structure, social learning and credibility biases. (English)Zbl 1462.91016

MSC:  91D10 91D15 60G99
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### State-discretization of $$V$$-geometrically ergodic Markov chains and convergence to the stationary distribution. (English)Zbl 1460.60074

MSC:  60J05 60J22
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### Coupling and ergodic theorems for Markov chains with damping component. (English)Zbl 1455.60098

Theory Probab. Math. Stat. 101, 243-264 (2020) and Teor. Jmovirn. Mat. Stat. 101, 212-231 (2019).
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### Markov chain Monte Carlo methods: theory and practice. (English)Zbl 1444.62136

Rao, Arni Srinivasa (ed.) et al., Principles and methods for data science. Amsterdam: Elsevier/North Holland. Handb. Stat. 43, 1-66 (2020).
MSC:  62R07 62-08 65C40
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### Stability of overshoots of zero mean random walks. (English)Zbl 1459.60094

MSC:  60G50 60J10
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### Kummer test and regular variation. (English)Zbl 1439.26018

MSC:  26A12 26E70 40A05
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### On obtaining sharp bounds of the rate of convergence for a class of continuous-time Markov chains. (English)Zbl 1434.60201

MSC:  60J27 60J22 60J28
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### Time scales and exponential trend to equilibrium: Gaussian model problems. (English)Zbl 1442.82024

Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 391-410 (2019).
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### Random function iterations for stochastic feasibility problems. (English)Zbl 1437.60005

Göttingen: Univ. Göttingen (Diss.). vii, 110 p. (2019).
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### Fluctuations in a general preferential attachment model via Stein’s method. (English)Zbl 1433.05273

MSC:  05C80 60J10
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### Non-asymptotic achievable rates for Gaussian energy-harvesting channels: save-and-transmit and best-effort. (English)Zbl 1433.94065

MSC:  94A40 60B10 60J20
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### The convergence rate of the Gibbs sampler for generalized 1-D Ising model. (English)Zbl 1422.60125

MSC:  60J22 60J10
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### Probability. In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. (English)Zbl 1416.60006

Cham: Springer (ISBN 978-3-030-20577-5/hbk). xxvii, 834 p. (2019).
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### Analysis and approximation of rare events. Representations and weak convergence methods. (English)Zbl 1427.60003

Probability Theory and Stochastic Modelling 94. New York, NY: Springer (ISBN 978-1-4939-9577-6/hbk; 978-1-4939-9579-0/ebook). xix, 574 p. (2019).
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### Skip-free Markov chains. (English)Zbl 1481.60137

MSC:  60J10 60J45 60J50
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### Convergence of asynchronous cellular automata: does size matter? (English)Zbl 1467.37018

MSC:  37B15 60J20
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### Two-step Markov update algorithm for accuracy-based learning classifier systems. (English)Zbl 1456.68163

MSC:  68T05 60J20 62H30
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### Convergence analysis of an elitist non-homogeneous genetic algorithm with crossover/mutation probabilities adjusted by a fuzzy controller. (English)Zbl 1449.60121

MSC:  60J20 65C40 93C42
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### A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations. (English)Zbl 1414.35228

Cardaliaguet, Pierre (ed.) et al., PDE models for multi-agent phenomena. Selected papers based on the presentations at the workshop, Rome, Italy, November 28 – December 2, 2016. Cham: Springer. Springer INdAM Ser. 28, 195-218 (2018).
MSC:  35Q84 65N12 65C40
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### The fuzzy Henstock-Kurzweil delta integral on time scales. (English)Zbl 1407.26014

Pinelas, Sandra (ed.) et al., Differential and difference equations with applications. ICDDEA, Amadora, Portugal, June 5–9, 2017. Cham: Springer. Springer Proc. Math. Stat. 230, 525-541 (2018).
MSC:  26A42 26E50 26E70
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### Convergence of contrastive divergence algorithm in exponential family. (English)Zbl 1400.68172

MSC:  68T05 60J20 62F12
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### Convergence of Mann’s alternating projections in $$\mathrm{CAT}(\kappa)$$ spaces. (English)Zbl 06901136

MSC:  47J25 47A46 53C23
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### On the asymptotic variance of reversible Markov chain without cycles. (English)Zbl 1406.60106

MSC:  60J10 60J22 65C05
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### Convergence and efficiency of adaptive importance sampling techniques with partial biasing. (English)Zbl 1392.82003

MSC:  82-08 82B80 62D05 65L05 65C40
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### Perturbation theory for Markov chains via Wasserstein distance. (English)Zbl 1465.60065

MSC:  60J05 60B10 60J22
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### Mixing time and cutoff for a random walk on the ring of integers mod $$n$$. (English)Zbl 1429.60008

MSC:  60B15 60B10 60J10
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### Block triangular and skew symmetric splitting method for steady state vector of linear system of ergodic block circulant Markov chains. (Block triangular and skew symmetric splitting method for steady state vector of linear system of erogodic block circulant Markov chains.) (English)Zbl 1459.60148

MSC:  60J20 68M20 90B22
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### $$G$$ method in action: from exact sampling to approximate one. (English)Zbl 1399.62008

MSC:  62D05 60J10 65C05 65C20 68U20

### Stochastic systems arising from Markov modulated empirical measures. (English)Zbl 1380.93242

MSC:  93E03 60J10 93C65 93A30
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### Universality of cutoff for the Ising model. (English)Zbl 1405.60148

MSC:  60K35 82C20 60B10
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### Ergodicity of inhomogeneous Markov chains through asymptotic pseudotrajectories. (English)Zbl 1379.60077

MSC:  60J10 60J25 60B10
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### A contraction theorem for Markov chains on general state spaces. (English)Zbl 1389.60085

MSC:  60J05 60F15 60F05

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### On the solution of a rational matrix equation arising in G-networks. (English)Zbl 1378.65107

MSC:  65H10 60K25 65F30 60J22 15A24 68M20
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### Interpolation of probability measures on graphs. (English)Zbl 1383.60007

Carlen, Eric (ed.) et al., Convexity and concentration. New York, NY: Springer (ISBN 978-1-4939-7004-9/hbk; 978-1-4939-7005-6/ebook). The IMA Volumes in Mathematics and its Applications 161, 3-32 (2017).
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### Adaptive estimation for bifurcating Markov chains. (English)Zbl 1411.62245

MSC:  62M05 62G07 60J05
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### Convergence rate of the powers of an operator. Applications to stochastic systems. (English)Zbl 1407.60096

MSC:  60J05 60B10
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### Approximation of Markov processes by lower dimensional processes vie total variation metrics. (English)Zbl 1366.60095

MSC:  60J10 60B10
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### Stationary distributions of Markov chain models of the bonus-malus system. (English)Zbl 1368.60075

MSC:  60J10 60J20 60J22 91B30 65C40

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