AbstractA necessary and sufficient condition for a finite ergodic homogeneous Markov chain to converge to the stationary distribution in a finite number of steps is given. This generalizes a recent result of Brosh and Gerchak, who consider only the irreducible case
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
International audienceLet $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a...
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as ...
AbstractA necessary and sufficient condition for a finite ergodic homogeneous Markov chain to conver...
AbstractWe study the properties of finite ergodic Markov Chains whose transition probability matrix ...
AbstractWe consider a Markov chain with a general state space, but whose behavior is governed by fin...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
summary:Let $p_t$ be a vector of absolute distributions of probabilities in an irreducible aperiodic...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
AbstractIn this report we relate the property of stochastic boundedness to the existence of stationa...
AbstractIn a situation where the unique stationary distribution vector of an infinite irreducible po...
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, ...
AbstractWe explicitly find the spectral decomposition, when it exists, of a Markov operator P∗ : l1 ...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
International audienceLet $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a...
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as ...
AbstractA necessary and sufficient condition for a finite ergodic homogeneous Markov chain to conver...
AbstractWe study the properties of finite ergodic Markov Chains whose transition probability matrix ...
AbstractWe consider a Markov chain with a general state space, but whose behavior is governed by fin...
AbstractWe study the necessary and sufficient conditions for a finite ergodic Markov chain to conver...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
. Inspired by the recent work of Daubechies and Lagarias on a set of matrices with convergent infini...
summary:Let $p_t$ be a vector of absolute distributions of probabilities in an irreducible aperiodic...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
AbstractIn this report we relate the property of stochastic boundedness to the existence of stationa...
AbstractIn a situation where the unique stationary distribution vector of an infinite irreducible po...
Ankara : Department of Mathematics and Institute of Engineering and Sciences of Bilkent University, ...
AbstractWe explicitly find the spectral decomposition, when it exists, of a Markov operator P∗ : l1 ...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
International audienceLet $(X_n)_{n \in\mathbb{N}}$ be a $V$-geometrically ergodic Markov chain on a...
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as ...