STOCHASTICALLY RECURSIVE SEQUENCES AND THEIR GENERALIZATIONS

Keywords

Ergodicity, Mathematics, Sequence (biology), Stability (learning theory), Stationary sequence

References

• Stochastic processes in queueing theoryА. А. Боровков — 1976
• Lecture Notes on Limit Theorems for Markov Chain Transition ProbabilitiesSteven Orey — 1971
• Palm Probabilities and Stationary QueuesFrançois Baccelli, Pierre Brémaud — 1987
• Ergodicity and Stability of Multidimensional Markov ChainsА. А. Боровков — 1991
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov ChainDavid G. Kendall — 1953
• On the Ergodicity and Stability of the Sequence w_n + 1 = f(w_n ,ξ _n ): Applications to Communication NetworksА. А. Боровков — 1989
• Applied Probability and QueuesUpendra Dave — 1987
• Regeneration and renovation in queuesSergey Foss, В. В. Калашников — 1991
• A splitting technique for Harris recurrent Markov chainsEsa Nummelin — 1978
• On Convergence of Semi-Markov Multiplication Processes with Drift to a Diffusion ProcessG. Sh. Lev — 1973
• On the Continuity of Stochastic Sequences Generated by Recurrent ProcessesВ. М. Золотарев — 1976
• Ergodicity and Stability Theorems for a Class of Stochastic Equations and Their ApplicationsА. А. Боровков — 1979
• Ergodic theory of random transformationsYuri Kifer — 1986
• A method for solving a class of recursive stochastic equationsBernd Lisek — 1982
• A New Approach to the Limit Theory of Recurrent Markov ChainsKrishna B. Athreya, Peter Ney — 1978
• Stationary Stochastic ModelsW. D. Ray — 1991
• The stability of a queue with non-independent inter-arrival and service timesR. M. Loynes — 1962
• Asymptotic Methods in Queueing Theory.Douglas P. Kennedy, А. А. Боровков — 1986
• Applied Probability and QueuesDavid Stirzaker, Søren Asmussen — 1989
• An Introduction to Probability Theory and Its ApplicationsL. H., William Feller — 1959

Cited by

• Backward Sampling in Metropois-Hastings Algorithm for Truncated Posterior DistributionsArkady Shemyakin — 2005
• Coupling Methods in Probability TheoryHermann Þórisson — 1995
• Stochastic Petri Nets: Modelling, Stability, SimulationPeter J. Haas — 2002
• On a Generalization of Kingman's BoundsZhen Liu, Philippe Nain, Don Towsley — 1994
• Bounds for a class of stochastic recursive equationsZhen Liu, Philippe Nain, Don Towsley — 1999
• Perfect Metropolis-Hastings simulation of locally stable point processesWilfred S. Kendall, Jesper Møller — 1999
• AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS( Network Design, Control and Optimization)Serguei Foss, Takis Konstantopoulos — 2004
• Stochastic Evolutions of Point ProcessesP. Robert — 2009
• Reversibility and Further Properties of FCFS Infinite Bipartite MatchingIvo Adan, Ana Bušić, Jean Mairesse — 2015
• Imbedded construction of stationary sequences and point processes with a random memoryPierre Br�maud, Laurent Massouli� — 1994
• Optimal Open-Loop Control of Vacations, Polling and Service AssignmentEitan Altman, Bruno Gaujal, Arie Hordijk — 2000
• On the stability of retrial queuesEitan Altman, Александр Алексеевич Боровков — 1997
• A weak-type inequality for differentially subordinate harmonic functionsChangsun Choi — 1995
• Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their ControlEitan Altman, Arie Hordijk — 1997
• Markov Chains and Mixing TimesDavid Levin, Yuval Peres, Elizabeth Wilmer — 2008
• Stochastic Recursive Equations with Applications to Queues with Dependent VacationsEitan Altman — 2002
• Rate based flow control with bandwidth informationOmar Ait‐Hellal, Eitan Altman, Tamer Başar — 1996
• Products of Irreducible Random Matrices in the (Max, +) AlgebraJean Mairesse — 1997
• An adaptive backward coupling Metropolis algorithm for truncated distributionsArkady Shemyakin — 2007
• A generalized backward scheme for solving nonmonotonic stochastic recursionsPascal Moyal — 2015

Related papers

• The stability of a queue with non-independent inter-arrival and service timesR. M. Loynes — 1962
• Markov Chains and Stochastic StabilitySean Meyn, Richard L. Tweedie — 1993
• Exact sampling with coupled Markov chains and applications to statistical mechanicsJames Propp, David Bruce Wilson — 1996
• Asymptotic Methods in Queueing Theory.Douglas P. Kennedy, А. А. Боровков — 1986
• Applied Probability and Queues.Upendra Dave, Søren Asmussen — 1987
• Stationary Stochastic Models.D. Mellor, A. Brandt, Peter Franken — 1992
• Two ergodicity criteria for stochastically recursive sequencesА. А. Боровков, Sergey Foss — 1994
• Perfect simulation and backward couplingSergey Foss, Richard L. Tweedie — 1998
• Lectures on the Coupling MethodTorgny Lindvall — 1992
• Ergodicity and stability of stochastic processesMTW, А. А. Боровков — 1998