Ergodicity

Known as: Ergodic, Unique ergodicity, Ergotic 
In mathematics, the term ergodic is used to describe a dynamical system which, broadly speaking, has the same behavior averaged over time as averaged… (More)
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Highly Cited
2010
Highly Cited
2010
In this technical note, we provide a necessary and sufficient condition for convergence of consensus algorithms when the… (More)
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Highly Cited
2009
Highly Cited
2009
A cognitive radio network (CRN) is formed by either allowing the secondary users (SUs) in a secondary communication network (SCN… (More)
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Highly Cited
2007
Highly Cited
2007
We consider basic ergodicity properties of adaptive Markov chain Monte Carlo algorithms under minimal assumptions, using coupling… (More)
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Highly Cited
2005
Highly Cited
2005
We consider basic ergodicity properties of adaptive MCMC algorithms under minimal assumptions, using coupling constructions. We… (More)
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Highly Cited
2004
Highly Cited
2004
Weak integrability of the central foliation 56 6. Intermediate Foliations 58 6.1. Non-integrability of intermediate distributions… (More)
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Highly Cited
2003
Highly Cited
2003
In this paper we study the ergodicity properties of some adaptive Monte Carlo Markov chain algorithms (MCMC) that have been… (More)
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Highly Cited
2001
Highly Cited
2001
The ergodic properties of SDEs, and various time discretizations for SDEs, are studied. The ergodicity of SDEs is established by… (More)
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Highly Cited
2000
Highly Cited
2000
We consider a hidden Markov model with multidimensional observations, and with misspecification, i.e. the assumed coefficients… (More)
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Highly Cited
1998
Highly Cited
1998
In this paper we derive conditions for geometric ergodicity of the random walk-based Metropolis algorithm on R k. We show that at… (More)
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Highly Cited
1995
Highly Cited
1995
Geometric convergence of Markov chains in discrete time on a general state has been studied in detail in 15]. Here we develop a… (More)
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