Add to ORKGThe thesis consists of two parts. In the first part (Chapter 1) a new technique is developed for the asymptotic analysis of the moments of linear random recurrences, and some general results are presented for the absorption times of non-increasing Markov chains. In the second part (Chapters 2 and 3) we establish new results for two models where linear distributional recurrences occur: these are the stick-breaking partitions (Chapter 2) and exchangeable coalescents (Chapter 3)
Power moments for accumulated rewards defined on Markov and semi-Markov chains are studied. A model ...
We introduce a class of stochastic processes with reinforcement consisting of a sequence of random p...
The dynamics of transitions between the cells of a finite-phase-space partition in a variety of syst...
Random recurrence relations are stochastic difference equations, which define recursively a sequence...
We develop sharp large deviation asymptotics for the probability of ruin in a Markov-dependent stoch...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
In this monograph the authors give a systematic approach to the probabilistic properties of the fixe...
This is the first of a series of papers treating randomly sampled random processes. Spectral analysi...
This is the first of a series of papers treating randomly sampled random processes. Spectral analysi...
Let {Xn; n ≥ 0} be a Harris-recurrent Markov chain on a general state space. It is shown that ...
This thesis consists of four papers. In paper 1, we prove central limit theorems for Markov chains u...
This "splitting techniques" for Markov chains developed by Nummelin (1978a) and Athreya and Ney (197...
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
AbstractNew types of mixed large deviation and ergodic theorems are obtained for nonlinearly perturb...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
Power moments for accumulated rewards defined on Markov and semi-Markov chains are studied. A model ...
We introduce a class of stochastic processes with reinforcement consisting of a sequence of random p...
The dynamics of transitions between the cells of a finite-phase-space partition in a variety of syst...
Random recurrence relations are stochastic difference equations, which define recursively a sequence...
We develop sharp large deviation asymptotics for the probability of ruin in a Markov-dependent stoch...
The purpose of this thesis is to study, by using techniques of regenerative processes, the problem o...
In this monograph the authors give a systematic approach to the probabilistic properties of the fixe...
This is the first of a series of papers treating randomly sampled random processes. Spectral analysi...
This is the first of a series of papers treating randomly sampled random processes. Spectral analysi...
Let {Xn; n ≥ 0} be a Harris-recurrent Markov chain on a general state space. It is shown that ...
This thesis consists of four papers. In paper 1, we prove central limit theorems for Markov chains u...
This "splitting techniques" for Markov chains developed by Nummelin (1978a) and Athreya and Ney (197...
AbstractLet Y={Yt:t⩾0} be a semi-Markov process whose state space S is finite. Assume that Y is eith...
AbstractNew types of mixed large deviation and ergodic theorems are obtained for nonlinearly perturb...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
Power moments for accumulated rewards defined on Markov and semi-Markov chains are studied. A model ...
We introduce a class of stochastic processes with reinforcement consisting of a sequence of random p...
The dynamics of transitions between the cells of a finite-phase-space partition in a variety of syst...