J. Neveu. Potentiel Markovien r'ecurrent des chaines de Harris. Ann. Inst. Fourier, Grenoble, 22:7--130, 1972. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Exponential and Uniform Ergodicity of Markov Processes - Down, Meyn, Tweedie (1995) (6 citations) (Correct)
....n Gamma Z t 0 h( Phi s ) ds o h( Phi t )f( Phi t ) dt i : 16) U h (x; f) E x h Z 1 0 exp n Gamma Z t 0 h( Phi s ) ds o f( Phi t ) dt i : 17) A function f : X IR is in the domain of R h if R h (x; jf j) is finite for all x 2 X. These kernels were introduced by Neveu in [21] where h is taken to be strictly positive. Setting U h (x; E) j U h 1l E (x) defines a kernel on (X; B(X) which takes on finite values if h satisfies inf x2X h(x) 0, although such a bound on h is not necessary in general. These kernels have an intepretation which is entirely analogous to ....
J. Neveu. Potentiel Markovien r'ecurrent des chaines de Harris. Ann. Inst. Fourier, Grenoble, 22:7--130, 1972.
Exponential and Uniform Ergodicity of Markov Processes - Down, Meyn, Tweedie (1995) (6 citations) (Correct)
....n Gamma Z t 0 h( Phi s ) ds o h( Phi t )f( Phi t ) dt i : 16) U h (x; f) E x h Z 1 0 exp n Gamma Z t 0 h( Phi s ) ds o f( Phi t ) dt i : 17) A function f : X IR is in the domain of R h if R h (x; jf j) is finite for all x 2 X. These kernels were introduced by Neveu in [21] where h is taken to be strictly positive. Setting U h (x; E) j U h 1l E (x) defines a kernel on (X; B(X) which takes on finite values if h satisfies inf x2X h(x) 0, although such a bound on h is not necessary in general. These kernels have an intepretation which is entirely analogous to ....
J. Neveu. Potentiel Markovien r'ecurrent des chaines de Harris. Ann. Inst. Fourier, Grenoble, 22:7--130, 1972. References 32
A Survey of Foster-Lyapunov Techniques for General State Space .. - Meyn, Tweedie (1993) (1 citation) (Correct)
....identity E x [g( Phi t ) g(x) Gamma E x h Z t 0 g( Phi s ) ds i holds for all t, which expresses the martingale property for M t = g( Phi t ) R t 0 g( Phi s ) ds. The Poisson equation and the general potential theory of positive kernels is developed in the seminal work of Neveu [26], Revuz [28] and Constantinescu and Cornea [6] The reader is referred to Nummelin [27] and Glynn and Meyn [17] for recent results. The solution g to Poisson s equation (25) is fundamental to the analysis of the additive functional S t = R t 0 g( Phi s ) ds. It is evident that the asymptotic ....
J. Neveu. Potentiel Markovien r'ecurrent des chaines de Harris. Ann. Inst. Fourier, Grenoble, 22:7--130, 1972.
A Lyapunov Bound for Solutions of Poisson's Equation - Glynn, Meyn (1996) (3 citations) (Correct)
....time processes, Poisson s equation becomes g = Gamma e Ag (2) where e A is the extended generator of the Markov process Phi, formally defined in equations (11) and (12) below. The Poisson equation and the general potential theory of positive kernels is developed in the seminal work of Neveu [28], Revuz [32] and Constantinescu and Cornea [7] The reader is referred to Nummelin [30] for some of the most current results on Poisson s equation, to whom we owe much. The solution g to Poisson s equation (1) is fundamental to the analysis of the additive functional S n = n Gamma1 X k=0 ....
J. Neveu. Potentiel Markovien r'ecurrent des chaines de Harris. Ann. Inst. Fourier, Grenoble, 22:7--130, 1972.
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