Markov processes and related topics
نویسندگان
چکیده
منابع مشابه
The 11th Workshop on Markov Processes and Related Topics
In this paper, we discuss an exponential integrator scheme, based on spatial discretization and time discretization, for a class of stochastic partial differential equations. We show that the scheme has a unique stationary distribution whenever the stepsize is sufficiently small, and that the weak limit of the stationary distribution of the scheme as the stepsize tends to zero is in fact the st...
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This article provides a brief review of recent developments in Markov chain Monte Carlo methodology. The methods discussed include the standard Metropolis-Hastings algorithm, the Gibbs sampler, and various special cases of interest to practitioners. It also devotes a section on strategies for improving mixing rate of MCMC samplers, e.g., simulated tempering, parallel tempering, parameter expans...
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This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.
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a group $g$ is called metahamiltonian if all its non-abelian subgroups are normal. the aim of this paper is to provide an updated survey of research concerning certain classes of generalized metahamiltonian groups, in various contexts, and to prove some new results. some open problems are listed.
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The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.
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ژورنال
عنوان ژورنال: Frontiers of Mathematics in China
سال: 2014
ISSN: 1673-3452,1673-3576
DOI: 10.1007/s11464-014-0382-6