### ?

## A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition steps. An example of a class such a process provided indicates that such types of estimates considering several transition steps may be applicable when one transition can not guarantee any convergence. Moreover, a better estimate can be obtained for a higher number of transitions steps. A law of large numbers is presented for a class of ergodic nonlinear Markov chains with finite state space that may serve as a basis for nonparametric estimation and other statistics.

Shchegolev A., Управление большими системами: сборник трудов 2021 № 90 С. 36-48

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the current probability distributions of the process apart from being dependent on the current state. Such processes often act as limits ...

Added: April 21, 2021

Aleksandr A. Shchegolev, Random Operators and Stochastic Equations 2022 Vol. 30 No. 3 P. 205-213

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition steps. An example of a class such a process provided indicates that such types of estimates considering several transition steps may ...

Added: October 30, 2021

Veretennikov A., Veretennikova M., On convergence rate for homogeneous Markov chains / Cornell University. Series "Working papers by Cornell University". 2019.

New convergence rate asymptotic bound for a class of homogeneous Markov chains is established. ...

Added: November 14, 2019

Nikitin Y. Y., Petrov V. V., Zaitsev A. Y. et al., Vestnik of the St. Petersburg University: Mathematics 2018 Vol. 51 No. 2 P. 201-232

This is the first in a series of reviews devoted to the scientific achievements of the Leningrad–St. Petersburg school of probability and statistics in the period from 1947 to 2017. It is devoted to limit theorems for sums of independent random variables—a traditional subject for St. Petersburg. It refers to the classical limit theorems: the ...

Added: October 1, 2019

Blank M., Доклады Академии наук 2013 Т. 448 № 6 С. 629-632

We give conditions for unique ergodicity for a discrete time collective
random walk on a continuous circle. Individual particles in this collective
motion perform independent (and different) random walks conditioned
by the assumption that the particles cannot overrun each other.
Deterministic version of this system is studied as well. ...

Added: November 25, 2014

Molchanov S., Panov V., Stochastics-An International Journal of Probability and Stochastic Processes 2019 Vol. 91 No. 5 P. 754-772

In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. More precisely, the distribution of the energy levels is assumed to be a mixture of two normal distributions, one of which is standard normal, ...

Added: November 19, 2018

Tkachenko A., Multichannel queuing systems with balking and regenerative input flow / Высшая школа экономики. Series WP BRP "Science, Technology and Innovation". 2013. No. 14.

Motivated by the application to telephone call centers this paper is focused on the multichannel queueing system with heterogeneous servers, regenerative input flow and balking. Servers times are random variables but not necessary exponential. If a new customer encountering j other customers in the system then it stays for service with probability fj and gets ...

Added: August 1, 2013

Blank M., Nonlinearity 2014 Vol. 27 No. 5 P. 953-971

We discuss conditions for unique ergodicity of a collective random walk on a continuous circle. Individual particles in this collective motion perform independent (and different in general) random walks conditioned by the assumption that the particles cannot overrun each other. Additionally to sufficient conditions for the unique ergodicity we discover a new and unexpected way ...

Added: November 21, 2014

Kleptsyn V., Alvarez S., Malicet D. et al., Groups with infinitely many ends acting analytically on the circle / Cornell University. Series math "arxiv.org". 2015.

Added: June 22, 2016

Tkachenko A., Moscow University Mathematics Bulletin 2014 Vol. 69 No. 1 P. 37-40

This paper is focused on a multichannel queueing system with heterogeneous servers and regenerative input flow operating in a random environment. The environment can destroy the whole system and the system is reconstructed after that. The necessary and sufficient ergodicity condition is obtained for the system. ...

Added: August 20, 2014

А. В. Ткаченко, Вестник Московского университета. Серия 1: Математика. Механика 2013 № 2 С. 12-17

This paper is devoted to $M|GI|1|\infty$ queueing system with unreliable server and customer service times depending on the system state. Condition of ergodicity and generating function are found in the stationary state. ...

Added: March 27, 2013

Tkachenko A., Esaulov D., Applied Mathematical Modelling 2016

This paper is focused on a multichannel queueing system with heterogeneous servers, regenerative input flow, and balking. Service times are random variables but not necessary exponential. If a new customer encounters j other customers in the system, then it joins the queue with probability fj and leaves with probability 1-fj . For this system the ...

Added: October 19, 2016

Veretennikov A., Veretennikova M., Известия РАН. Серия математическая 2022 Т. 86 № 1 С. 98-133

We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples ...

Added: March 14, 2022

Afanasyeva L. G., Tkachenko A., Theory of Probability and Its Applications 2014 Vol. 58 No. 2 P. 174-192

We consider the multichannel queueing system with nonidentical servers and regenerative input flow. The necessary and sufficient condition for ergodicity is established, and functional limit theorems for high and ultra-high load are proved. As a corollary, the ergodicity condition for queues with unreliable servers is obtained. Suggested approaches are used to prove the ergodic theorem ...

Added: August 20, 2014

Ткаченко А.В., Вестник Московского университета. Серия 1: Математика. Механика 2014 № 1 С. 53-57

This paper is focused on multichannel queueing system with heterogeneous servers and regenerative input flow in a random environment. The environment can destroy all the system and then system is reconstructed. Ergodicity condition of the system is obtained. ...

Added: May 11, 2013

Povolotsky A. M., Journal of Statistical Mechanics: Theory and Experiment 2019 No. 074003 P. 1-22

We establish the exact laws of large numbers for two time additive quantities in the raise and peel model, the number of tiles removed by avalanches and the number of global avalanches happened by given time. The validity of conjectures for the related stationary state correlation functions then follow. The proof is based on the ...

Added: October 8, 2019

Veretennikov A., Veretennikova M., Doklady Mathematics 2020 Vol. 101 No. 1 P. 12-15

Изучаются улучшенные оценки скорости сходимости для эргодических однородных цепей Маркова. Даны примеры сравнения с классическими оценками. ...

Added: October 29, 2019

Афанасьева Л. Г., Ткаченко А.В., Теория вероятностей и ее применения 2013 Т. 58 № 2 С. 210-234

We consider a multichannel queuing system with heterogeneous servers and regenerative input flow. The necessary and sufficient condition is established and functional limit theorems are proved in overloaded and critically loaded regimes. The ergodicity condition is obtained for multichannel system with unreliable servers. Some approaches for ergodicity of systems with abandonment are discussed. ...

Added: March 31, 2013

Suvorkov P., В кн. : Демография и этнокультурная география: тенденции развития в современном мире. : Псков : Издательство Псковского государственного университета, 2021. С. 16-23.

The article discusses a number of non-trivial research aspects that arise in the process of developing models of ethnodemographic forecasting. The purpose of the article is to study the properties of weak ergodicity to substantiate express assessments of the reproductive potential of ethnic groups. ...

Added: November 29, 2021

Klyukin P. N., Вестник Санкт-Петербургского университета. Серия 5. Экономика 2011 № 3 С. 115-124

The article studies the important (for resurrection of Russian tradition of economic analysis) problem of relationship between the ideas of N.D. Kondratieff and E.E. Slutsky during the period 1910-1930s. The problem is considered in the frames of statistical method used by both scientists. The attention is focused on two features of method's application, namely the ...

Added: November 28, 2012

Tumanov M., Абдуллин С., Вестник Московского государственного университета леса - Лесной вестник 2015 № 3 С. 173-177

Discusses frequency methods to ensure the accuracy of the control system with model lag and the connection with ergodic theory (the theory of quasi-periodic functions) in the case where the delay model differs from the true. ...

Added: August 27, 2015

Skripchenko A., Troubetzkoy S., Journal of London Mathematical Society 2018 Vol. 97 No. 2 P. 149-169

We prove linear upper and lower bounds for the Hausdorff dimension of the set of minimal interval exchange transformations with flips (fIETs); in particular without periodic points, and a linear lower bound for the Hausdorff dimension of the set of non‐uniquely ergodic minimal fIETs. ...

Added: October 3, 2018

Galkin O., Remizov I., Upper and lower estimates for rate of convergence in Chernoff's product formula for semigroups of operators / Cornell University. Series math "arxiv.org". 2021. No. 2104.01249.

Эта статья посвящена изучению скорости сходимости черновских приближений к сильно непрерывным однопараметрическим полугруппам. Мы приводим естественные примеры, для которых эта сходимость: произвольно высока; произвольно медленна; выполняется в сильной операторной топологии, но не выполняется в нормальной операторной топологии. Мы также доказываем общую теорему, которая дает оценку сверху для скорости стремления к нулю нормы остатка, появляющегося в черновских приближениях. Мы ...

Added: October 14, 2021

Goetze F., Naumov A.A., Tikhomirov A., Bernoulli: a journal of mathematical statistics and probability 2018 Vol. 24 No. 3 P. 2358-2400

We consider a random symmetric matrix X=[X_{jk}]_{j,k=1}^n with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that \E|X_{11}|^{4+\delta}=:\mu_{4+\delta}<\infty for some \deta>0. The aim of this paper is to significantly extend a recent result of the authors Götze, Naumov and Tikhomirov (2015) and show that with high probability the typical ...

Added: February 13, 2018