Polynomial ergodicity of Markov transition kernels-Reference-Cited by-同舟云学术

Polynomial ergodicity of Markov transition kernels

Published:2003-01 Issue:1 Volume:103 Page:57-99
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Fort G.,Moulines E.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference27 articles.

1. AngoNze, P., 1994. Critères d'ergodicité de modèles markoviens. Estimation non-paramétrique sous des hypothèses de dépendance. Ph.D. Thesis, Univ. Paris IX- Dauphine, Paris.

2. AngoNze, P., 2000. Geometric and subgeometric rates for Markovian processes: a robust approach. Preprint-Université de Lille III.

3. Iterated random functions;Diaconis;SIAM Rev.,1999

4. Etude du processus xn+1 = f(xn)+εn;Doukhan;C.R. Acad. Sci. Paris Sér. A-B,1980

5. Théorie des processus markoviens;Dynkin,1963

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