Two-sided taboo limits for Markov processes and associated perfect simulation

[1]  Peter W. Glynn,et al.  Structural characterization of taboo-stationarity for general processes in two-sided time , 2002 .

[2]  E. Seneta,et al.  On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states , 1966 .

[3]  E. Nummelin General irreducible Markov chains and non-negative operators: Notes and comments , 1984 .

[4]  H. Thorisson Coupling, stationarity, and regeneration , 2000 .

[5]  Samuel Karlin,et al.  A First Course on Stochastic Processes , 1968 .

[6]  Ioannis Karatzas,et al.  Brownian Motion and Stochastic Calculus , 1987 .

[7]  Esa Nummelin,et al.  A Direct Construction of the $R$-Invariant Measure for a Markov Chain on a General State Space , 1976 .

[8]  Richard L. Tweedie,et al.  Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[9]  P. Brémaud Point processes and queues, martingale dynamics , 1983 .

[10]  J. Propp,et al.  Exact sampling with coupled Markov chains and applications to statistical mechanics , 1996 .

[11]  R. Tweedie,et al.  Geometric Ergodicity and R-positivity for General Markov Chains , 1978 .

[12]  Kai Lai Chung,et al.  A Course in Probability Theory , 1949 .

[13]  P. Ney,et al.  Markov Additive Processes I. Eigenvalue Properties and Limit Theorems , 1987 .

[14]  Richard L. Tweedie,et al.  Quasi-stationary distributions for Markov chains on a general state space , 1974, Journal of Applied Probability.

[15]  Servet Martínez,et al.  R-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata , 1996 .