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Results: 1 to 30 of 87 found      Go to page: 1 2 3

[1] Yunjiang Jiang. Kac's random walk on the special orthogonal group mixes in polynomial time. Proc. Amer. Math. Soc. 145 (2017) 4533-4541.
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[2] Hannes Luiro and Mikko Parviainen. Gradient walks and $p$-harmonic functions. Proc. Amer. Math. Soc. 145 (2017) 4313-4324.
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[3] Göran Högnäs and Brita Jung. Exit times for some autoregressive processes with non-Gaussian noise distributions. Contemporary Mathematics 668 (2016) 111-117.
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[4] Andreas Anckar and Göran Högnäs. The fine structure of the stationary distribution for a simple Markov process. Contemporary Mathematics 668 (2016) 1-12.
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[5] Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre and Gabriel Stoltz. Convergence of the Wang-Landau algorithm. Math. Comp. 84 (2015) 2297-2327. MR 3356027.
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[6] D. S. Silvestrov and R. Lundgren. Convergence of option rewards for multivariate price processes. Theor. Probability and Math. Statist. 85 (2012) 115-131.
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[7] Mark Pollicott and Richard Sharp. Ergodic theorems for actions of hyperbolic groups. Proc. Amer. Math. Soc. 141 (2013) 1749-1757.
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[8] M. S. Pupashenko. Convergence of reward functionals in a reselling model for a European option. Theor. Probability and Math. Statist. 83 (2011) 135-148. MR 2768854.
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[9] K.-H. Indlekofer, O. I. Klesov and J. G. Steinebach. An inequality for the Lévy distance between two distribution functions and its applications. Theor. Probability and Math. Statist. 81 (2010) 59-70. MR 2667310.
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[10] V. V. Golomozyĭ. A subgeometric estimate of the stability for time-homogeneous Markov chains. Theor. Probability and Math. Statist. 81 (2010) 35-50. MR 2667308.
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[11] D. S. Silvestrov, H. Jönsson and F. Stenberg. Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Theor. Probability and Math. Statist. 80 (2010) 153-172. MR 2541960.
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[12] Motoya Machida and Alexander Shibakov. Monotone bivariate Markov kernels with specified marginals. Proc. Amer. Math. Soc. 138 (2010) 2187-2194. MR 2596058.
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[13] D. S. Silvestrov, H. Jönsson and F. Stenberg. Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Theor. Probability and Math. Statist. 79 (2009) 153-170. MR 2494545.
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[14] Eigenfunctions and comparison of chains. AMS Non-Series Monographs 58 (2008) 171-188.
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[15] Hitting times. AMS Non-Series Monographs 58 (2008) 127-141.
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[16] Eigenvalues. AMS Non-Series Monographs 58 (2008) 153-168.
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[17] Lower bounds on mixing times. AMS Non-Series Monographs 58 (2008) 87-98.
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[18] Cover times. AMS Non-Series Monographs 58 (2008) 143-152.
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[19] Markov chain Monte Carlo: Metropolis and Glauber chains. AMS Non-Series Monographs 58 (2008) 37-45.
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[20] Introduction to finite Markov chains. AMS Non-Series Monographs 58 (2008) 3-20.
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[21] The cutoff phenomenon. AMS Non-Series Monographs 58 (2008) 247-256.
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[22] Classical (and useful) Markov chains. AMS Non-Series Monographs 58 (2008) 21-36.
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[23] Open problems. AMS Non-Series Monographs 58 (2008) 299-301.
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[24] Solutions to selected exercises. AMS Non-Series Monographs 58 (2008) 327-352.
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[25] Countable state space chains. AMS Non-Series Monographs 58 (2008) 275-286.
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[26] The Ising model. AMS Non-Series Monographs 58 (2008) 201-215.
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[27] David A. Levin, Yuval Peres and Elizabeth L. Wilmer. Markov Chains and Mixing Times. AMS Non-Series Monographs 58 (2008) MR MR2466937.
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[28] The transportation metric and path coupling. AMS Non-Series Monographs 58 (2008) 189-200.
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[29] Coupling from the past. AMS Non-Series Monographs 58 (2008) 287-297.
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[30] Martingales and evolving sets. AMS Non-Series Monographs 58 (2008) 229-246.
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Results: 1 to 30 of 87 found      Go to page: 1 2 3


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