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19982026
most citedClustering and Community Detection in Directed Networks: A Survey

599 citations

Showing math.PRShow all

9 papers · 1 filter

math.PR2016

Polynomial approximations to continuous functions and stochastic compositions

Takis Konstantopoulos, Linglong Yuan, Michael A. Zazanis

This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator taking a continuous function to a degree-…

math.PR2016★ 5 cited

Thinning and Information Projections

Peter Harremoës, Oliver Johnson, Ioannis Kontoyiannis

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where…

math.PR2015

On the -Norm Ergodicity of Markov Processes in Continuous Time

I. Kontoyiannis, S. P. Meyn

Consider a Markov process evolving on a Polish space . A version of the -Norm Ergodic Theorem is obtained: Suppose that the process is -irreduci…

math.PR2011★ 2 cited

Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation

Nikolaos Englezos, Nikolaos Frangos, Xanthi-Isidora Kartala +1

This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward…

math.PR2010★ 44 cited

Compound Poisson Approximation via Information Functionals

A. D. Barbour, Oliver Johnson, Ioannis Kontoyiannis +1

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{…

math.PR2009★ 2 cited

Geometric Ergodicity and the Spectral Gap of Non-Reversible Markov Chains

Ioannis Kontoyiannis, Sean P. Meyn

We argue that the spectral theory of non-reversible Markov chains may often be more effectively cast within the framework of the naturally associated weighted- space $L_\…

math.PR2009★ 1 cited

Approximating a Diffusion by a Hidden Markov Model

Ioannis Kontoyiannis, Sean P. Meyn

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to…

math.PR2006★ 3 cited

Computable exponential bounds for screened estimation and simulation

Ioannis Kontoyiannis, Sean P. Meyn

Suppose the expectation is to be estimated by the empirical averages of the values of on independent and identically distributed samples . A sampling rule ca…

math.PR2005

Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes

Ioannis Kontoyiannis, S. P. Meyn

We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear…