2 citations · 4 across the 8 of their papers we have counts for
7 papers · 1 filter
On stochastic stability of systems driven by red noise
Balázs Gerencsér, Miklós Rásonyi
We consider discrete-time non-linear stochastic dynamical systems where the driving noise is not i.i.d. but an autoregressive process (``red noise''). Under a standard dissipativit…
Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data
Balázs Gerencsér, Andrea Ottolini
Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample from a distribution with density proportional to $\exp(-A…
Invariant measures for multidimensional fractional stochastic volatility models
Balázs Gerencsér, Miklós Rásonyi
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a…
Analysis of a non-reversible Markov chain speedup by a single edge
Balázs Gerencsér
We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of vertices and a Markov chain w…
Entropy inequalities for factors of IID
Ágnes Backhausz, Balázs Gerencsér, Viktor Harangi
This paper is concerned with certain invariant random processes (called factors of IID) on infinite trees. Given such a process, one can assign entropies to different finite subgra…
Mutual information decay for factors of IID
Balázs Gerencsér, Viktor Harangi
This paper is concerned with factor of i.i.d. processes on the -regular tree for . We study the mutual information of the values on two given vertices. If the vertices…
Mixing times of Markov chains on a cycle with additional long range connections
Balázs Gerencsér
We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of nodes and on addi…