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Regular perturbation of V -geometrically ergodic Markov chains
Regular perturbation V -geometrically ergodic Markov chains Probability
2012/6/21
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 ...
FunctionaL Regular Variation of Levy-driven Multivariate Mixed Moving Average Processes
cadlag sample paths functional regular variation heavy tails Levy basis mixed moving average process
2012/4/18
We consider the functional regular variation in the space $\mathbb{D}$ of c\`adl\`ag functions of multivariate mixed moving average (MMA) processes of the type $X_t = \int\int f(A, t - s) \Lambda (d A...
Robustness of Two Simple Rules for the Evolution of Cooperation on Regular Graphs
Evolutionary game theory evolution of cooperation interacting particle systems voter model perturbations voter model
2011/8/29
Abstract: We study two simple rules on finite graphs for the death-birth updating and the imitation updating discovered by Ohtsuki, Hauert, Lieberman, and Nowak [\emph{Nature} {\bf 441} (2006) 502-505...
Giant vacant component left by a random walk in a random d-regular graph
Random walk vacant set regular graph expanders random interlacement
2011/2/25
We study the trajectory of a simple random walk on a d-regular graph with d ≥ 3 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular grap...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Universal regular autonomous asynchronous systems: omega-limit sets, invariance and basins of attraction
asynchronous system limit set invariance basin of attraction
2011/3/4
The asynchronous systems are the non-deterministic real time-binary models of the asynchronous circuits from electrical engi-neering.