Denisov D, Korshunov D, Wachtel V. Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach. Queueing Syst. 2019;91(3-4):265-295
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approa...
The theory of Markov Processes has become a powerful tool in partial differential equations and pote...
We study Taylor series expansions of stationary characteristics of general-state-space Markov chains...
Let X be the constrained random walk on Z2+ with increments (0, 0), (1, 0), (−1, 1), (0, −1) whose j...
Bliedtner J, Hansen W. MARKOV-PROCESSES AND HARMONIC SPACES. Zeitschrift für Wahrscheinlichkeitstheo...
. --- For an arbitrary Markov operator P on a Lebesgue measure space (X; m) we construct a projectio...
Abstract: This paper investigates the extent of richness of the class of parabolic functions in time...
International audienceMarkov chains are a fundamental class of stochastic processes. They are widely...
The paper deals with the problem of a statistical analysis of Markov chains connected with the spec...
Let ζ1, ζ2, ζ3 be three independent random variables and Z1 = ζ1−ζ2 and Z2 = ζ2−ζ3. It is known that...
The subject of this thesis, ‘Approach to Markov Operators on Spaces of Measures by Means of Equicont...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
The stationary distribution of a continuous state Markov chain 1 Densities Let xt be a time-homogene...
Let be a Markov chain with a unique stationary distribution . Let h be a bounded measurable function...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approa...
The theory of Markov Processes has become a powerful tool in partial differential equations and pote...
We study Taylor series expansions of stationary characteristics of general-state-space Markov chains...
Let X be the constrained random walk on Z2+ with increments (0, 0), (1, 0), (−1, 1), (0, −1) whose j...
Bliedtner J, Hansen W. MARKOV-PROCESSES AND HARMONIC SPACES. Zeitschrift für Wahrscheinlichkeitstheo...
. --- For an arbitrary Markov operator P on a Lebesgue measure space (X; m) we construct a projectio...
Abstract: This paper investigates the extent of richness of the class of parabolic functions in time...
International audienceMarkov chains are a fundamental class of stochastic processes. They are widely...
The paper deals with the problem of a statistical analysis of Markov chains connected with the spec...
Let ζ1, ζ2, ζ3 be three independent random variables and Z1 = ζ1−ζ2 and Z2 = ζ2−ζ3. It is known that...
The subject of this thesis, ‘Approach to Markov Operators on Spaces of Measures by Means of Equicont...
Abstract. In this paper, I will buildup the basic framework of Markov Chains over finite state space...
The stationary distribution of a continuous state Markov chain 1 Densities Let xt be a time-homogene...
Let be a Markov chain with a unique stationary distribution . Let h be a bounded measurable function...
International audienceThis book concerns discrete-time homogeneous Markov chains that admit an invar...
The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approa...
The theory of Markov Processes has become a powerful tool in partial differential equations and pote...