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Furthermore, we consider a stationary Hammersley process and use the previous results to show that trajectories of a second class particle and a dual second class particles touch
Keywords: Adaptive Markov chains, Coupling, Markov Chain Monte Carlo, Metropolis Algo- rithm, Stochastic Approximation, Rate of
Dobrushin proved in his thesis [2] an important central limit theorem (CLT) for Markov chains in discrete time that are not necessarily homogeneous in time. Previously,
Keywords: Pinning Model; Polymer Model; Linear Chain Model; Phase Transition; Localization Phenomena; Gradient Interaction; Laplacian Interaction; Free Energy; Markov
A question of increasing importance in the Markov chain Monte Carlo literature (Gelfand and Smith, 1990; Smith and Roberts, 1993) is the issue of geometric ergodicity of Markov
Absolutely continuous stochastic process, mass transportation problem, Salisbury’s problem, Markov control, zero-noise
Finally, we note that the proof of the convergence (3) of Theorem 2 (which is given in Section 4) works as it is, when we start the Markov chain with a translation invariant
In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix.. Then we give
