15 citations · 80 across the 14 of their papers we have counts for
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math.PR2019★ 14 cited
Regeneration-enriched Markov processes with application to Monte Carlo
Andi Q. Wang, Murray Pollock, Gareth O. Roberts +1
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions unde…
math.PR2019★ 1 cited
A note on the jump locations of Markov processes
Andi Q. Wang, David Steinsaltz
For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution…