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Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
2012/6/21
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller ...
Commuting time geometry of ergodic Markov chains
Commuting time geometry ergodic Markov chains Probability
2011/9/5
Abstract: We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of ...
A Renewal Theorem for Strongly Ergodic Markov Chains in Dimension $d\geq3$ and Centered Case
Markov chains renewal theorem spectral method
2010/12/14
In dimension d ≥ 3, we present a general assumption under which the renewal theorem established by Spitzer [23] for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operat...
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Central limit theorem function Markov chain
2009/3/19
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as of vital theoretical ...