Bally, Vlad; Qin, Yifeng Approximation for the invariant measure with applications for jump processes (convergence in total variation distance). (English) Zbl 07923183 Stochastic Processes Appl. 176, Article ID 104416, 29 p. (2024). MSC: 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kosov, Egor; Zhukova, Anastasia Improved bounds for the total variation distance between stochastic polynomials. (English) Zbl 07812487 Stochastic Processes Appl. 170, Article ID 104279, 15 p. (2024). MSC: 26C99 60E15 60F17 60B10 60E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Champagnat, Nicolas; Hass, Vincent Existence, uniqueness and ergodicity for the centered Fleming-Viot process. (English) Zbl 1535.37012 Stochastic Processes Appl. 166, Article ID 104219, 63 p. (2023). MSC: 37A50 37A25 37A30 60G44 60J60 60J68 60B10 60G09 60J76 60J90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Lu-Jing; Majka, Mateusz B.; Wang, Jian Strict Kantorovich contractions for Markov chains and Euler schemes with general noise. (English) Zbl 1493.60110 Stochastic Processes Appl. 151, 307-341 (2022). MSC: 60J05 60J22 65C30 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Robert, Christian Y. Testing for changes in the tail behavior of Brown-Resnick Pareto processes. (English) Zbl 1480.60141 Stochastic Processes Appl. 144, 312-368 (2022). MSC: 60G70 62G32 62M30 × Cite Format Result Cite Review PDF Full Text: DOI
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios The tamed unadjusted Langevin algorithm. (English) Zbl 07107458 Stochastic Processes Appl. 129, No. 10, 3638-3663 (2019). MSC: 65C05 60F05 62L10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pratelli, Luca; Rigo, Pietro Total variation bounds for Gaussian functionals. (English) Zbl 1415.60006 Stochastic Processes Appl. 129, No. 7, 2231-2248 (2019). MSC: 60B10 60F05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Guan-Yu; Kumagai, Takashi Cutoffs for product chains. (English) Zbl 1409.60106 Stochastic Processes Appl. 128, No. 11, 3840-3879 (2018). MSC: 60J10 60J27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gallesco, Christophe; Gallo, Sandro; Takahashi, Daniel Y. Dynamic uniqueness for stochastic chains with unbounded memory. (English) Zbl 1380.60054 Stochastic Processes Appl. 128, No. 2, 689-706 (2018). MSC: 60G99 60G10 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Fontbona, Joaquin; Guérin, Hélène; Malrieu, Florent Long time behavior of telegraph processes under convex potentials. (English) Zbl 1347.60108 Stochastic Processes Appl. 126, No. 10, 3077-3101 (2016). MSC: 60J25 60J05 60F17 60J60 60G50 92C17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nourdin, Ivan; Poly, Guillaume An invariance principle under the total variation distance. (English) Zbl 1321.60065 Stochastic Processes Appl. 125, No. 6, 2190-2205 (2015). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F17 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Samorodnitsky, Gennady; Shen, Yi Intrinsic location functionals of stationary processes. (English) Zbl 1320.60094 Stochastic Processes Appl. 123, No. 11, 4040-4064 (2013). MSC: 60G10 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Ciotir, Ioana; Tölle, Jonas M. Corrigendum to “Convergence of invariant measures for singular stochastic diffusion equations” [Stochastic process. Appl. 122 (2012) 1998-2017]. (English) Zbl 1262.60058 Stochastic Processes Appl. 123, No. 3, 1178-1181 (2013). MSC: 60H15 35K67 37L40 49J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Nourdin, Ivan; Poly, Guillaume Convergence in total variation on Wiener chaos. (English) Zbl 1259.60029 Stochastic Processes Appl. 123, No. 2, 651-674 (2013). MSC: 60F05 60G15 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Łochowski, Rafał M.; Miłoś, Piotr On truncated variation, upward truncated variation and downward truncated variation for diffusions. (English) Zbl 1270.60083 Stochastic Processes Appl. 123, No. 2, 446-474 (2013). Reviewer: Aleksander Iksanov (Kiev) MSC: 60J60 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barbour, A. D.; Pollett, P. K. Total variation approximation for quasi-equilibrium distributions. II. (English) Zbl 1251.60060 Stochastic Processes Appl. 122, No. 11, 3740-3756 (2012). MSC: 60J28 92D25 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Novak, S. Y.; Xia, A. On exceedances of high levels. (English) Zbl 1234.60059 Stochastic Processes Appl. 122, No. 2, 582-599 (2012). MSC: 60G70 60G55 60E15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy Exponential ergodicity and regularity for equations with Lévy noise. (English) Zbl 1239.60059 Stochastic Processes Appl. 122, No. 1, 106-133 (2012). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H15 47D07 60J75 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Douc, R.; Fort, G.; Moulines, E.; Priouret, P. Forgetting the initial distribution for hidden Markov models. (English) Zbl 1159.93357 Stochastic Processes Appl. 119, No. 4, 1235-1256 (2009). MSC: 93E11 60B10 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Čekanavičius, Vydas; Roos, Bero Poisson type approximations for the Markov binomial distribution. (English) Zbl 1170.60026 Stochastic Processes Appl. 119, No. 1, 190-207 (2009). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Xia, Aihua; Zhang, Fuxi A polynomial birth-death point process approximation to the Bernoulli process. (English) Zbl 1147.60020 Stochastic Processes Appl. 118, No. 7, 1254-1263 (2008). MSC: 60F05 60G55 60J80 × Cite Format Result Cite Review PDF Full Text: DOI
Barrera, Javiera; Lachaud, Béatrice; Ycart, Bernard Cut-off for \(n\)-tuples of exponentially converging processes. (English) Zbl 1103.60023 Stochastic Processes Appl. 116, No. 10, 1433-1446 (2006). MSC: 60F05 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Barbour, A. D.; Utev, Sergey Approximating the Reed-Frost epidemic process. (English) Zbl 1113.92054 Stochastic Processes Appl. 113, No. 2, 173-197 (2004). MSC: 92D30 60J85 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Čekanavičius, V.; Mikalauskas, M. Signed Poisson approximations for Markov chains. (English) Zbl 0997.60073 Stochastic Processes Appl. 82, No. 2, 205-227 (1999). Reviewer: Martin Janžura (Praha) MSC: 60J10 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Barbour, A. D.; Utev, Sergey Compound Poisson approximation in total variation. (English) Zbl 0991.62008 Stochastic Processes Appl. 82, No. 1, 89-125 (1999). Reviewer: Petr Lachout (Praha) MSC: 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
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Asmussen, S.; Klüppelberg, C. Large deviations results for subexponential tails, with applications to insurance risk. (English) Zbl 0879.60020 Stochastic Processes Appl. 64, No. 1, 103-125 (1996). MSC: 60F10 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Bardhan, Indrajit; Sigman, Karl Stationary regimes for inventory processes. (English) Zbl 0816.60086 Stochastic Processes Appl. 56, No. 1, 77-86 (1995). MSC: 60K10 90B05 × Cite Format Result Cite Review PDF Full Text: DOI
Ball, Frank; Donnelly, Peter Strong approximations for epidemic models. (English) Zbl 0823.92024 Stochastic Processes Appl. 55, No. 1, 1-21 (1995). MSC: 92D30 60J80 60F15 60J85 60K99 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Timothy C.; Greig, Darryl On Stein’s method and point process approximation. (English) Zbl 0815.60043 Stochastic Processes Appl. 54, No. 2, 291-296 (1994). Reviewer: A.D.Barbour (Zürich) MSC: 60G55 60F05 62E17 × Cite Format Result Cite Review PDF Full Text: DOI
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Kallenberg, Olav \(L_p\)-intensities of random measures. (English) Zbl 0417.60063 Stochastic Processes Appl. 9, 155-161 (1979). MSC: 60G57 60G55 60D05 × Cite Format Result Cite Review PDF Full Text: DOI