Found 52 Documents (Results 1–52)
On the mixing time of Kac’s walk and other high-dimensional Gibbs samplers with constraints. (English) Zbl 1430.60061
Large excursions and conditioned laws for recursive sequences generated by random matrices. (English) Zbl 1430.60073
Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption. (English) Zbl 1430.60042
Functional central limit theorem for a class of negatively dependent heavy-tailed stationary infinitely divisible processes generated by conservative flows. (English) Zbl 1381.60081
Reviewer: Ivan Podvigin (Novosibirsk)
Zero-temperature limit of the Kawasaki dynamics for the Ising lattice gas in a large two-dimensional torus. (English) Zbl 1326.60137
Reviewer: Stylianos Scarlatos (Thessaloniki)
Curvature, concentration and error estimates for Markov chain Monte Carlo. (English) Zbl 1207.65006
Reviewer: Serghey G. Suvorov (Donetsk)
Semi-classical analysis of a random walk on a manifold. (English) Zbl 1187.58033
Reviewer: Raouf Ghomrasni (Muizenberg)
The stability of conditional Markov processes and Markov chains in random environments. (English) Zbl 1178.93142
Improved mixing time bounds for the Thorp shuffle and \(L\)-reversal chain. (English) Zbl 1170.60028
Reviewer: Marius Iosifescu (Bucureşti)
Trivial intersection of \(\sigma \)-fields and Gibbs sampling. (English) Zbl 1159.60007
Reviewer: Nicko G. Gamkrelidze (Moskva)
Stochastic domination for a hidden Markov chain with applications to the contact process in a randomly evolving environment. (English) Zbl 1126.82024
Constructive Markov chains indexed by \(\mathbb Z\). (Chaînes de Markov constructives indexées par \(\mathbb Z\).) (French) Zbl 1123.60060
Reviewer: Marius Iosifescu (Bucureşti)
Carne-Varopoulos bounds for centered random walks. (English) Zbl 1099.60049
Reviewer: Marius Iosifescu (Bucureşti)
Subtree prune and regraft: a reversible real tree-valued Markov process. (English) Zbl 1101.60054
Reviewer: A. Šwierniak (Gliwice)
Martingale approximations for sums of stationary processes. (English) Zbl 1057.60022
Reviewer: Erich Häusler (Gießen)
Path decompositions for Markov chains. (English) Zbl 1052.60056
Reviewer: Gheorghe Oprişan (Bucureşti)
Renewal theory for functionals of a Markov chain with compact state space. (English) Zbl 1048.60065
Reviewer: Anatoliy Swishchuk (Calgary)
On some random walks on \(\mathbb{Z}\) in random medium. (English) Zbl 1021.60034
Reviewer: Yuri Kozitsky (Lublin)
On the existence of a quasistationary measure for a Markov chain. (English) Zbl 1018.60071
Reviewer: Wilfried Schenk (Dresden)
MSC:
60J05
Asymptotic density in a threshold coalescing and annihilating random walk. (English) Zbl 1031.60086
Reviewer: S.K.Srinivasan (Chennai)
Enumeration of the records of a Poisson point process. (Numérotation des records d’un processus de Poisson ponctuel.) (French) Zbl 0962.60032
Reviewer: A.J.Stam (Winsum)
Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths. (English) Zbl 0945.60063
Reviewer: Zoran Vondraček (Zagreb)
Moderate deviations for empirical measures of Markov chains: Lower bounds. (English) Zbl 0877.60019
Reviewer: E.Kazarovitsky (Kiev)
Hilbert space representations of \(m\)-dependent processes. (English) Zbl 0802.60034
Reviewer: L.Heinrich (Freiberg)
Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments. (English) Zbl 0773.60076
Reviewer: M.Kohlmann (St.Augustin)
A characterization of reversible Markov chains by a rotational representation. (English) Zbl 0727.60074
Hydrodynamic limit of one-dimensional exclusion processes with speed change. (English) Zbl 0725.60114
Reviewer: Chen Mu-fa (Beijing)
The ruin problem for finite Markov chains. (English) Zbl 0744.60083
Reviewer: H.Hering (Göttingen)
On direct convergence and periodicity for transition probabilities of Markov chains in random environments. (English) Zbl 0707.60057
Reviewer: A.Pakes
Coding a stationary process to one with prescribed marginals. (English) Zbl 0691.60032
Reviewer: M.Denker
Two-sided Markov chains. (English) Zbl 0594.60070
Reviewer: J.Mitro
On the distribution of first passage and return times for small sets. (English) Zbl 0591.60063
Reviewer: M.Schäl
Rotational representations of stochastic matrices. (English) Zbl 0573.15013
Reviewer: R.Sinkhorn
On Kamae’s conjecture concerning the d-distance between two-state Markov processes. (English) Zbl 0428.60081
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