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Hoeffding’s Inequality for Uniformly Recurrent Markov Chains
Hoeffding's inequality Markov chains Large deviations
2015/7/8
We provide a generalization of Hoeffding’s inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expec...
Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem
Harris recurrence Markov chains Markov processes regeneration renewal theory
2015/7/6
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theo...
On recurrent differential representations for stationary stochastic processes
recurrent differential representations stationary stochastic processes
2009/9/24
On recurrent differential representations for stationary stochastic processes。
Intensity Models for Parametric Analysis of Recurrent Events Data
Intensity Models Parametric Analysis Recurrent Events Data
2009/9/17
Intensity Models for Parametric Analysis of Recurrent Events Data。
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Probabilities Wienertest Paley-Zygmund inequality
2009/5/4
We consider a continuous time random walk on the d-dimensional lattice Zd: the jump rates are time dependent, but symmetric and strongly elliptic with ellipticity constants independent of time. We inv...
Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Random walk Comb lattice collisions
2009/4/28
We present a class of graphs where simple random walk is recurrent, yet two independent walkers meet only finitely many times almost surely. In particular, the comb lattice, obtained from $Z^2$ by rem...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
self-similar semi-stable Lamperti transformation recurrent extension
2009/4/23
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
Self-similar Markov Processes self-similar recurrent extension
2009/4/2
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...