-
2
-
-
0002801896
-
Multiplicative ergodicity and large deviations for an irreducible Markov chain
-
BALAJI, S. and MEYN, S. P. (2000). Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stochastic Process. Appl. 90 123-144.
-
(2000)
Stochastic Process. Appl.
, vol.90
, pp. 123-144
-
-
Balaji, S.1
Meyn, S.P.2
-
3
-
-
0040606525
-
On the variance of sums for functions of a stationary Markov process
-
BEZHAEVA, Z. I. and OSELEDETS, V. I. (1996). On the variance of sums for functions of a stationary Markov process. Tear. Veroyatnost. i Primenen. 41 633-639.
-
(1996)
Tear. Veroyatnost. i Primenen.
, vol.41
, pp. 633-639
-
-
Bezhaeva, Z.I.1
Oseledets, V.I.2
-
4
-
-
0346830773
-
Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
-
BOLTHAUSEN, E., DEUSCHEL, J.-D. and TAMURA, Y. (1995). Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case. Ann. Probab. 23 236-267.
-
(1995)
Ann. Probab.
, vol.23
, pp. 236-267
-
-
Bolthausen, E.1
Deuschel, J.-D.2
Tamura, Y.3
-
7
-
-
0001053010
-
Strong large deviation and local limit theorems
-
CHAGANTY, N. R. and SETHURAMAN, J. (1993). Strong large deviation and local limit theorems. Ann. Probab. 21 1671-1690.
-
(1993)
Ann. Probab.
, vol.21
, pp. 1671-1690
-
-
Chaganty, N.R.1
Sethuraman, J.2
-
8
-
-
38249006325
-
On the first-order Edgeworth expansion for a Markov chain
-
DATTA, S. and McCORMICK, W. P. (1993). On the first-order Edgeworth expansion for a Markov chain. J. Multivariate Anal. 44 345-359.
-
(1993)
J. Multivariate Anal.
, vol.44
, pp. 345-359
-
-
Datta, S.1
Mccormick, W.P.2
-
9
-
-
0011692844
-
Large deviations for empirical measures of Markov chains
-
DE ACOSTA, A. (1990). Large deviations for empirical measures of Markov chains. J. Theoret. Probab. 3 395-431.
-
(1990)
J. Theoret. Probab.
, vol.3
, pp. 395-431
-
-
De Acosta, A.1
-
10
-
-
0031515488
-
Moderate deviations for empirical measures of Markov chains: Lower bounds
-
DE ACOSTA, A. (1997). Moderate deviations for empirical measures of Markov chains: Lower bounds. Ann. Probab. 25 259-284.
-
(1997)
Ann. Probab.
, vol.25
, pp. 259-284
-
-
De Acosta, A.1
-
11
-
-
0042878084
-
Moderate deviations for empirical measures of Markov chains: Upper bounds
-
DE ACOSTA, A. and CHEN, X. (1998). Moderate deviations for empirical measures of Markov chains: Upper bounds. J. Theoret. Probab. 11 1075-1110.
-
(1998)
J. Theoret. Probab.
, vol.11
, pp. 1075-1110
-
-
De Acosta, A.1
Chen, X.2
-
12
-
-
0032250863
-
Large deviation lower bounds for arbitrary additive functionals of a Markov chain
-
DE ACOSTA, A. and NEY, P. (1998). Large deviation lower bounds for arbitrary additive functionals of a Markov chain. Ann. Probab. 26 1660-1682.
-
(1998)
Ann. Probab.
, vol.26
, pp. 1660-1682
-
-
De Acosta, A.1
Ney, P.2
-
15
-
-
21344460828
-
Exponential and uniform ergodicity of Markov processes
-
DOWN, D., MEYN, S. P. and TWEEDIE, R. L. (1995). Exponential and uniform ergodicity of Markov processes. Ann. Probab. 23 1671-1691.
-
(1995)
Ann. Probab.
, vol.23
, pp. 1671-1691
-
-
Down, D.1
Meyn, S.P.2
Tweedie, R.L.3
-
16
-
-
0000982882
-
Large deviations for the empirical measure of a Markov chain with an application to the multivariate empirical measure
-
ELLIS, R. S. (1988). Large deviations for the empirical measure of a Markov chain with an application to the multivariate empirical measure. Ann. Probab. 16 1496-1508.
-
(1988)
Ann. Probab.
, vol.16
, pp. 1496-1508
-
-
Ellis, R.S.1
-
18
-
-
0033147724
-
Martingale problems for large deviations of Markov processes
-
FENG, J. (1999). Martingale problems for large deviations of Markov processes. Stochastic Process. Appl. 81 165-212.
-
(1999)
Stochastic Process. Appl.
, vol.81
, pp. 165-212
-
-
Feng, J.1
-
20
-
-
0018156010
-
Exit probabilities and optimal stochastic control
-
FLEMING, W. H. (1978). Exit probabilities and optimal stochastic control. Appl. Math. Optim. 4 329-346.
-
(1978)
Appl. Math. Optim.
, vol.4
, pp. 329-346
-
-
Fleming, W.H.1
-
21
-
-
0010753673
-
Some results and problems in risk sensitive stochastic control
-
FLEMING, W. H. (1997). Some results and problems in risk sensitive stochastic control. Mat. Appl. Comput. 16 99-115.
-
(1997)
Mat. Appl. Comput.
, vol.16
, pp. 99-115
-
-
Fleming, W.H.1
-
22
-
-
0031320509
-
Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
-
FLEMING, W. H. and SHEU, S.-J. (1997). Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential. Ann. Probab. 25 1953-1994.
-
(1997)
Ann. Probab.
, vol.25
, pp. 1953-1994
-
-
Fleming, W.H.1
Sheu, S.-J.2
-
23
-
-
0030522182
-
A Liapunov bound for solutions of the Poisson equation
-
GLYNN, P. W. and MEYN, S. P. (1996). A Liapunov bound for solutions of the Poisson equation, Ann. Probab. 24 916-931.
-
(1996)
Ann. Probab.
, vol.24
, pp. 916-931
-
-
Glynn, P.W.1
Meyn, S.P.2
-
25
-
-
0001144425
-
On ergodicity and recurrence properties of a Markov chain with an application to an open Jackson network
-
HORDUK, A. and SPIEKSMA, F. (1992). On ergodicity and recurrence properties of a Markov chain with an application to an open Jackson network. Adv. in Appl. Probab. 24 343-376.
-
(1992)
Adv. in Appl. Probab.
, vol.24
, pp. 343-376
-
-
Horduk, A.1
Spieksma, F.2
-
26
-
-
23044532463
-
The ODE method and spectral theory of Markov operators
-
Springer, New York
-
HUANG, J., KONTOYIANNIS, I. and MEYN, S. P. (2002). The ODE method and spectral theory of Markov operators. Stochastic Theory and Control. Lecture Notes in Control and Inform. Sci. 205-221. Springer, New York.
-
(2002)
Stochastic Theory and Control. Lecture Notes in Control and Inform. Sci.
, pp. 205-221
-
-
Huang, J.1
Kontoyiannis, I.2
Meyn, S.P.3
-
28
-
-
0000269609
-
Large deviations of uniformly recurrent Markov additive processes
-
ISCOE, I., NEY, P. and NUMMELIN, E. (1985). Large deviations of uniformly recurrent Markov additive processes. Adv. in Appl. Math. 6 373-412.
-
(1985)
Adv. in Appl. Math.
, vol.6
, pp. 373-412
-
-
Iscoe, I.1
Ney, P.2
Nummelin, E.3
-
29
-
-
38249034593
-
A note on asymptotic expansions for Markov chains using operator theory
-
JENSEN, J. L. (1987). A note on asymptotic expansions for Markov chains using operator theory. Adv. in Appl. Math. 8 377-392.
-
(1987)
Adv. in Appl. Math.
, vol.8
, pp. 377-392
-
-
Jensen, J.L.1
-
30
-
-
0001740568
-
Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
-
JENSEN, J. L. (1991). Saddlepoint expansions for sums of Markov dependent variables on a continuous state space. Probab. Theory Related Fields 89 181-199.
-
(1991)
Probab. Theory Related Fields
, vol.89
, pp. 181-199
-
-
Jensen, J.L.1
-
31
-
-
0038876647
-
Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space
-
KARTASHOV, N. V. (1985). Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space. Theory Probab. Appl. 30 71-89.
-
(1985)
Theory Probab. Appl.
, vol.30
, pp. 71-89
-
-
Kartashov, N.V.1
-
32
-
-
0040061152
-
Inequalities in theorems of ergodicity and stability for Markov chains with a common phase space
-
KARTASHOV, N. V. (1985). Inequalities in theorems of ergodicity and stability for Markov chains with a common phase space. Theory Probab. Appl. 30 247-259.
-
(1985)
Theory Probab. Appl.
, vol.30
, pp. 247-259
-
-
Kartashov, N.V.1
-
34
-
-
0029732538
-
Duality and linear programs for stability and performance analysis queueing networks and scheduling policies
-
KUMAR, P. R. and MEYN, S. P. (1996). Duality and linear programs for stability and performance analysis queueing networks and scheduling policies. IEEE Trans. Automat. Control 41 4-17.
-
(1996)
IEEE Trans. Automat. Control.
, vol.41
, pp. 4-17
-
-
Kumar, P.R.1
Meyn, S.P.2
-
35
-
-
0001340188
-
Stability of Markovian processes III: Foster-Lyapunov criteria for continuous time processes
-
MEYN, S. P. and TWEEDIE, R. L. (1993). Stability of Markovian processes III: Foster-Lyapunov criteria for continuous time processes. Adv. in Appl. Probab. 25 518-548.
-
(1993)
Adv. in Appl. Probab.
, vol.25
, pp. 518-548
-
-
Meyn, S.P.1
Tweedie, R.L.2
-
36
-
-
0009089457
-
Generalized resolvents and Harris recurrence of Markov processes
-
Amer. Math. Soc., Providence, RI
-
MEYN, S. P. and TWEEDIE, R. L. (1993). Generalized resolvents and Harris recurrence of Markov processes. In Doeblin and Modern Probability 227-250. Amer. Math. Soc., Providence, RI.
-
(1993)
Doeblin and Modern Probability
, pp. 227-250
-
-
Meyn, S.P.1
Tweedie, R.L.2
-
38
-
-
0000566364
-
Computable bounds for geometric convergence rates of Markov chains
-
MEYN, S. P. and TWEEDIE, R. L. (1994). Computable bounds for geometric convergence rates of Markov chains. Ann. Appl. Probab. 4 981-1011.
-
(1994)
Ann. Appl. Probab.
, vol.4
, pp. 981-1011
-
-
Meyn, S.P.1
Tweedie, R.L.2
-
39
-
-
0000413365
-
A convexivity property in the theory of random variables defined on a finite Markov chain
-
MILLER, H. D. (1961). A convexivity property in the theory of random variables defined on a finite Markov chain. Ann. Math. Statist. 32 1260-1270.
-
(1961)
Ann. Math. Statist.
, vol.32
, pp. 1260-1270
-
-
Miller, H.D.1
-
40
-
-
0001538561
-
Some limit theorems for stationary Markov chains
-
NAGAEV, S. V. (1957). Some limit theorems for stationary Markov chains. Theory Probab. Appl. 2 378-406.
-
(1957)
Theory Probab. Appl.
, vol.2
, pp. 378-406
-
-
Nagaev, S.V.1
-
41
-
-
0000224359
-
More exact limit theorems for homogeneous Markov chains
-
NAGAEV, S. V. (1961). More exact limit theorems for homogeneous Markov chains. Theory Probab. Appl. 662-81.
-
(1961)
Theory Probab. Appl.
, vol.6
, pp. 62-681
-
-
Nagaev, S.V.1
-
42
-
-
0001621270
-
Markov additive processes I. Eigenvalue properties and limit theorems
-
NEY, P. and NUMMELIN, E. (1987). Markov additive processes I. Eigenvalue properties and limit theorems. Ann. Probab. 15 561-592.
-
(1987)
Ann. Probab.
, vol.15
, pp. 561-592
-
-
Ney, P.1
Nummelin, E.2
-
43
-
-
0001621270
-
Markov additive processes II. Large deviations
-
NEY, P. and NUMMELIN, E. (1987). Markov additive processes II. Large deviations. Ann. Probab. 15 593-609.
-
(1987)
Ann. Probab.
, vol.15
, pp. 593-609
-
-
Ney, P.1
Nummelin, E.2
-
44
-
-
38249040692
-
On nonsingular renewal kernels with an application to a semigroup of transition kernels
-
NIEMI, S. and NUMMELIN, E. (1986). On nonsingular renewal kernels with an application to a semigroup of transition kernels. Stochastic Process. Appl. 22 177-202.
-
(1986)
Stochastic Process. Appl.
, vol.22
, pp. 177-202
-
-
Niemi, S.1
Nummelin, E.2
-
53
-
-
1442306260
-
Large deviations and applications
-
VARADHAN, S. R. S. (1985). Large deviations and applications. Exposition. Math. 3 251-272.
-
(1985)
Exposition. Math.
, vol.3
, pp. 251-272
-
-
Varadhan, S.R.S.1
-
55
-
-
51249177074
-
Reflected Brownian motion in a wedge: Semimartingale property
-
WILLIAMS, R. J. (1985). Reflected Brownian motion in a wedge: Semimartingale property. Z. Wahrsch. Verw. Gebiete 69 161-176.
-
(1985)
Z. Wahrsch. Verw. Gebiete
, vol.69
, pp. 161-176
-
-
Williams, R.J.1
-
56
-
-
0346679040
-
Some notes on large deviations of Markov processes
-
Wu, L. (2000). Some notes on large deviations of Markov processes. Acta Math. Sinica 16 369-394.
-
(2000)
Acta Math. Sinica
, vol.16
, pp. 369-394
-
-
Wu, L.1
|