activity
20052023
most citedRenewal theory and computable convergence rates for geometrically ergodic Markov chains

177 citations · 186 across the 6 of their papers we have counts for

collaborators

6 papers

math.PR2023

Almost-Sure Stability of the Single Mode Solution of a Noisy Nonlinear Autoparametric System

Peter H. Baxendale, N. Sri Namachchivaya

For a pendulum suspended below a vibrating block with white noise forcing, the solution in which the pendulum remains vertical is called the single mode solution. When this solutio…

math.PR2019

Random concave functions

Peter Baxendale, Ting-Kam Leonard Wong

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonpar…

math.PR2013★ 3 cited

Bounded size bias coupling: a Gamma function bound, and universal Dickman-function behavior

Richard Arratia, Peter Baxendale

Under the assumption that the distribution of a nonnegative random variable admits a bounded coupling with its size biased version, we prove simple and strong concentration bou…

math.PR2011★ 5 cited

T. E. Harris's contributions to recurrent Markov processes and stochastic flows

Peter Baxendale

This is a brief survey of T. E. Harris's work on recurrent Markov processes and on stochastic flows, and of some more recent work in these fields.

math.PR2009★ 1 cited

Uniform shrinking and expansion under isotropic Brownian flows

Peter Baxendale, Georgi Dimitroff

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinki…

math.PR2005★ 177 cited

Renewal theory and computable convergence rates for geometrically ergodic Markov chains

Peter H. Baxendale

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our…