Space-time analysis of GDP disparities among European regions : a Markov chains approach

The first general result of optimal stopping theory for stochastic processes was obtained in discrete time by Snell [14] who characterized the value function of an optimal

However, under the above conditions, Theorem 1 ensures that with high probability there is a unique stationary distribution and the walk exhibits uniform cutoff at time (log

Keywords: second order Markov chains, trajectorial reversibility, spectrum of non-reversible Markov kernels, spectral gap, improvement of speed of convergence, discrete

If the transition matrix of the Markov chain (X n ) is ϕ-observable, then the Rogers-Pitman condition is essentially a criterion for weak lumpability prop- erty to hold.... It has

Let K (1) be the identity S × S matrix (seen as a speed transfer kernel, it forces the chain to keep going always in the same direction) and consider again the interpolating

Our result is a sufficient condition for the convergence of a finite state nonhomogeneous Markov chain in terms of convergence of a certain series.. Definition

It has applications to the determination of basis of a strongly ∆-ergodic Markov chain (see [6] and references therein), the perturbed Markov chains (see [7]), the design and

A Monte Carlo approach using Markov Chains for random generation of concepts of a finite context is proposed.. An algorithm sim- ilar to CbO