Relevant bibliographies by topics / Geometrically ergodic

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Geometrically ergodic'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Geometrically ergodic"

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Ferré, Déborah, Loïc Hervé, and James Ledoux. "Regular Perturbation of V-Geometrically Ergodic Markov Chains." Journal of Applied Probability 50, no. 01 (2013): 184–94. http://dx.doi.org/10.1017/s002190020001319x.

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In this paper, new conditions for the stability ofV-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher regularity properties are investigated. As an illustration, an asymptotic expansion of the invariant probability measure for an autoregressive model with independent and identically distributed noises (with a nonstandard probability density function) is obtained.
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Ferré, Déborah, Loïc Hervé, and James Ledoux. "Regular Perturbation of V-Geometrically Ergodic Markov Chains." Journal of Applied Probability 50, no. 1 (2013): 184–94. http://dx.doi.org/10.1239/jap/1363784432.

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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 and Liverani. The continuity and higher regularity properties are investigated. As an illustration, an asymptotic expansion of the invariant probability measure for an autoregressive model with independent and identically distributed noises (with a nonstandard probability density function) is obtained.
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Hordijk, Arie, and Flora Spieksma. "On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network." Advances in Applied Probability 24, no. 02 (1992): 343–76. http://dx.doi.org/10.1017/s000186780004756x.

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This paper gives an overview of recurrence and ergodicity properties of a Markov chain. Two new notions for ergodicity and recurrence are introduced. They are calledμ-geometric ergodicity andμ-geometric recurrence respectively. The first condition generalises geometric as well as strong ergodicity. Our key theorem shows thatμ-geometric ergodicity is equivalent to weakμ-geometric recurrence. The latter condition is verified for the time-discretised two-centre open Jackson network. Hence, the corresponding two-dimensional Markov chain isμ-geometrically and geometrically ergodic, but not strongly
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Hordijk, Arie, and Flora Spieksma. "On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network." Advances in Applied Probability 24, no. 2 (1992): 343–76. http://dx.doi.org/10.2307/1427696.

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This paper gives an overview of recurrence and ergodicity properties of a Markov chain. Two new notions for ergodicity and recurrence are introduced. They are called μ -geometric ergodicity and μ -geometric recurrence respectively. The first condition generalises geometric as well as strong ergodicity. Our key theorem shows that μ -geometric ergodicity is equivalent to weak μ -geometric recurrence. The latter condition is verified for the time-discretised two-centre open Jackson network. Hence, the corresponding two-dimensional Markov chain is μ -geometrically and geometrically ergodic, but no
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Meitz, Mika, та Pentti Saikkonen. "Subgeometric ergodicity and β-mixing". Journal of Applied Probability 58, № 3 (2021): 594–608. http://dx.doi.org/10.1017/jpr.2020.108.

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AbstractIt is well known that stationary geometrically ergodic Markov chains are $\beta$ -mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial distributions other than the stationary one, geometric ergodicity implies $\beta$ -mixing under suitable moment assumptions. In this note we show that similar results hold also for subgeometrically ergodic Markov chains. In particular, for both stationary and other initial distributions, subgeometric ergodicity implies $\beta$ -mixing with subgeometrically decaying mixing coefficients. Although this resul
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Kontoyiannis, I., and S. P. Meyn. "Spectral theory and limit theorems for geometrically ergodic Markov processes." Annals of Applied Probability 13, no. 1 (2003): 304–62. http://dx.doi.org/10.1214/aoap/1042765670.

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H�ggstr�m, Olle. "On the central limit theorem for geometrically ergodic Markov chains." Probability Theory and Related Fields 132, no. 1 (2004): 74–82. http://dx.doi.org/10.1007/s00440-004-0390-7.

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Müller, Peter, and Christoph Richard. "Ergodic Properties of Randomly Coloured Point Sets." Canadian Journal of Mathematics 65, no. 2 (2013): 349–402. http://dx.doi.org/10.4153/cjm-2012-009-7.

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AbstractWe provide a framework for studying randomly coloured point sets in a locally compact second-countable space on which a metrizable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical system for uniformly discrete uncoloured point sets. For point sets of finite local complexity, we characterize ergodicity geometrically in terms of pattern frequencies. The general framework allows us to incorporate a random colouring of the point sets. We derive an ergodic theorem for randomly coloured point sets with finite-range dependencies. Specia
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Miasojedow, Błażej. "Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space." Statistics & Probability Letters 87 (April 2014): 115–20. http://dx.doi.org/10.1016/j.spl.2014.01.013.

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Baxendale, Peter H. "Renewal theory and computable convergence rates for geometrically ergodic Markov chains." Annals of Applied Probability 15, no. 1B (2005): 700–738. http://dx.doi.org/10.1214/105051604000000710.

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Dissertations / Theses on the topic "Geometrically ergodic"

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Soares, Maria Aparecida da Silva. "Estimador do Tipo N?cleo para Densidades Limites de Cadeias de Markov com Espa?o de Estados Geral." Universidade Federal do Rio Grande do Norte, 2010. http://repositorio.ufrn.br:8080/jspui/handle/123456789/18631.

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Made available in DSpace on 2015-03-03T15:22:33Z (GMT). No. of bitstreams: 1 MariaASS_DISSERT.pdf: 1267496 bytes, checksum: aabe75eb05da3e6d622acfd6e208c192 (MD5) Previous issue date: 2010-02-25<br>In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain<br>Neste trabalho vamos estudamos a consist?ncia para uma class
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Sampaio, Luís Miguel Neves Pedro Machado. "A geometrical point of view for the noncommutative ergodic theorems." Master's thesis, 2018. http://hdl.handle.net/10451/34906.

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Tese de mestrado em Matemática, apresentada à Universidade de Lisboa, através da Faculdade de Ciências, em 2018<br>The strong law of large numbers, surely a classical result in probability theory, says that the more an experiment is repeated the closer the sample mean is to the expected value. The attempts at bringing an analogue of this result to statistical mechanics, although hard to formulate from a mathematical point of view, gave rise to Ergodic Theory. Ergodic theory includes itself in the study of dynamical systems, namely it studies asymptotic behaviours of orbits from a measure theor
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Books on the topic "Geometrically ergodic"

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Mann, Peter. Autonomous Geometrical Mechanics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0022.

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This chapter examines the structure of the phase space of an integrable system as being constructed from invariant tori using the Arnold–Liouville integrability theorem, and periodic flow and ergodic flow are investigated using action-angle theory. Time-dependent mechanics is formulated by extending the symplectic structure to a contact structure in an extended phase space before it is shown that mechanics has a natural setting on a jet bundle. The chapter then describes phase space of integrable systems and how tori behave when time-dependent dynamics occurs. Adiabatic invariance is discussed
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Marmi, Stefano. Dynamical systems: Part II: Topological, geometrical and ergodic properties of dynamical systems. Edizioni della Normale, 2007.

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Book chapters on the topic "Geometrically ergodic"

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Cuong, Nguyen Viet, Lam Si Tung Ho, and Vu Dinh. "Generalization and Robustness of Batched Weighted Average Algorithm with V-Geometrically Ergodic Markov Data." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40935-6_19.

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"Geometrically Finite Groups." In The Ergodic Theory of Discrete Groups. Cambridge University Press, 1989. http://dx.doi.org/10.1017/cbo9780511600678.009.

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Conference papers on the topic "Geometrically ergodic"

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Xu, Jie, Bin Zou, and Jianjun Wang. "Generalization Performance of ERM Algorithm with Geometrically Ergodic Markov Chain Samples." In 2009 Fifth International Conference on Natural Computation. IEEE, 2009. http://dx.doi.org/10.1109/icnc.2009.184.

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Zhou Wei, M. Pätzold, Chen Wei, and He Zhiyi. "An ergodic wideband MIMO channel simulator based on the geometrical T-junction scattering model for vehicle-to-vehicle communications." In 2010 Third International Conference on Communications and Electronics (ICCE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icce.2010.5670660.

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