Related papers: The Generalized Entropy Ergodic Theorem for Nonhom…

In this paper, we examine the Renyi entropy rate of stationary ergodic processes. For a special class of stationary ergodic processes, we prove that the Renyi entropy rate always exists and can be polynomially approximated by its defining…

This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…

The paper presents efficient approaches for evaluating convergence rate in total variation for finite and general linear Markov chains. The motivation for studying convergence rate in this metric is its usefulness in various limit theorems.…

In this paper, we extend the concept of generalized entropy to uniform spaces, allowing computations beyond metrizable settings. We apply this to parabolic dynamics - systems with a unique fixed point uniformly attracting all compact…

The first goal of the present paper is to study residualities of the set of uniform $P$-ergodic Markov semigroups defined on abstract state spaces by means of a generalized Dobrushin ergodicity coefficient. In the last part of the paper, we…

In [11], employing the technique of noncommutative interpolation, a maximal ergodic theorem in noncommutative Lp-spaces, 1 < p < infinity, was established and, among other things, corresponding maximal ergodic inequalities and individual…

In the paper we consider $T_{1},..., T_{d}$ absolute contractions of von Neumann algebra $\M$ with normal, semi-finite, faithful trace, and prove that for every bounded Besicovitch weight $\{a(\kb)\}_{\kb\in\bn^d}$ and every $x\in…

Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility…

A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs…

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

In earlier papers Poisson equation in the whole space was studied for so called ergodic generators $L$ corresponding to homogeneous Markov diffusions ($X_t, \, t\ge 0$) in $\mathbb R^d$. Solving this equation is one of the main tools for…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

We introduce and study time-inhomogeneous quantum Markov chains with parameter $\zeta \ge 0$ and decoherence parameter $0 \leq p \leq 1$ on finite spaces and their large scale equilibrium properties. Here $\zeta$ resembles the inverse…

We consider the irreducibility of switch-based Markov chains for the approximate uniform sampling of Hamiltonian cycles in a given undirected dense graph on $n$ vertices. As our main result, we show that every pair of Hamiltonian cycles in…

A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov…

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

A random chaotic interval map with noise which causes coarse-graining induces a finite-state Markov chain. For a map topologically conjugate to a piecewise-linear map with the Lebesgue measure being ergodic, we prove that the Shannon…