scholarly journals Transportation inequalities for Markov kernels and their applications

2021 ◽  
Vol 26 (none) ◽  
Author(s):  
Fabrice Baudoin ◽  
Nathaniel Eldredge
Keyword(s):  

2018 ◽  
Vol 460-461 ◽  
pp. 42-50
Author(s):  
Anatolij Dvurečenskij
Keyword(s):  


2013 ◽  
Author(s):  
Sidney I. Resnick ◽  
David Zeber
Keyword(s):  




1992 ◽  
Vol 46 (2) ◽  
pp. 301-303 ◽  
Author(s):  
Radko Mesiar
Keyword(s):  


1991 ◽  
Vol 30 (11) ◽  
pp. 1409-1430
Author(s):  
Christian Schindler
Keyword(s):  


2017 ◽  
Vol 48 (4) ◽  
pp. 473-493
Author(s):  
Hugo Aimar ◽  
Ivana Gómez ◽  
Federico Morana


2008 ◽  
Vol 14 (1) ◽  
Author(s):  
B. Heidergott ◽  
A. Hordijk ◽  
H. Weisshaupt


2016 ◽  
Vol 47 (3) ◽  
pp. 1417
Author(s):  
C. E. Pertsinidou ◽  
G. Tsaklidis ◽  
E. Papadimitriou

Semi-Markov  chains  are  used  for  studying  the  evolution  of  seismicity  in  the Northern Aegean Sea (Greece). Their main difference from the Markov chains is that   they  allow the sojourn times (i.e. the time between successive earthquakes), to follow any arbitrary distribution. It is assumed that the time series of earthquakes that  occurred  in  Northern  Aegean  Sea  form  a  discrete  semi-Markov  chain. The probability law of the sojourn times, is considered to be the geometric distribution or   the   discrete  Weibull  distribution. Firstly,  the  data  are  classified  into  two categories that is, state 1: Magnitude 6.5  -7 and state 2 Magnitude>7, and secondly into three categories , that is    state 1: Magnitude 6.5-6.7, state 2: Magnitude 6.8-7.1 and state 3: Magnitude 7.2-7.4 . This methodology is followed in order to obtain more accurate results and find out whether there exists an impact of the different classification on the results. The parameters of the probability laws of the sojourn times are estimated and the semi-Markov kernels are  evaluated for all the above cases  .  The  semi-Markov  kernels  are  compared and  the   conclusions  are  drawn relatively to future seismic hazard in the area under study.



2011 ◽  
Vol 43 (02) ◽  
pp. 437-460 ◽  
Author(s):  
Thierry Huillet ◽  
Servet Martinez

We supply some relations that establish intertwining from duality and give a probabilistic interpretation. This is carried out in the context of discrete Markov chains, fixing up the background of previous relations established for monotone chains and their Siegmund duals. We revisit the duality for birth-and-death chains and the nonneutral Moran model, and we also explore the duality relations in an ultrametric-type dual that extends the Siegmund kernel. Finally, we discuss the sharp dual, following closely the Diaconis-Fill study.



2001 ◽  
Vol 10 (1) ◽  
pp. 1-28 ◽  
Author(s):  
C. HOUDRÉ ◽  
P. TETALI

We present versions of concentration inequalities for products of Markov kernels and graph products. We also present discussions of a variety of consequences such as sharp upper bounds, in terms of the diameter of the state space, on the spectral gap.



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