Related papers: Ergodic convergence rates of Markov processes--eig…
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.
The onset of quantum ergodicity is often quantified by the average ratio of consecutive level spacings. The reference values for ergodic quantum systems have been obtained numerically from the spectra of large but finite-dimensional random…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…
We develop a Perron-Frobenius type theory for products of random quantum channels acting on finite-dimensional matrix algebras sampled from a stationary and ergodic stochastic process, which, in keeping with the literature, we call ergodic…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…
We study ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations. For nonlinear Markov chains we obtain sufficient conditions for existence and uniqueness of an invariant measure and uniform ergodicity. We also…
We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation…
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…
The paper is devoted to the estimation of the rate of of exponential convergence of nonhomogeneous queues exhibiting different types of ergodicity. The main tool of our study is the method, which was proposed by the second author in the…
The joint ergodicity classification problem aims to characterize those sequences which are jointly ergodic along an arbitrary dynamical system if and only if they satisfy two natural, simpler-to-verify conditions on this system. These two…