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math.PR2025
Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
Miha Brešar, Aleksandar Mijatović, Gareth Roberts
Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478…
math.PR2025
Stability of storage processes with general release rates
Miha Brešar, Aleksandar Mijatović, Nikola Sandrić
This paper quantifies the ergodicity and the rate of decay of the tail of the stationary distribution for a broad class of storage models, encompassing constant, linear, and power-…
math.PR2024
Subexponential lower bounds for -ergodic Markov processes
Miha Brešar, Aleksandar Mijatović
We provide a criterion for establishing lower bounds on the rate of convergence in -variation of a continuous-time ergodic Markov process to its invariant measure. The criterion…