11 citations · 12 across the 3 of their papers we have counts for
6 papers · 1 filter
Hoeffding's inequality for non-irreducible Markov models
Nikola Sandric, Stjepan Sebek
In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing li…
A Note on the Birkhoff Ergodic Theorem
Nikola Sandrić
The classical Birkhoff ergodic theorem states that for an ergodic Markov process the limiting behaviour of the time average of a function (having finite -th moment, , wit…
Markov Chain Approximation of Pure Jump Processes
Ante Mimica, Nikola Sandrić, René L. Schilling
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimarti…
On Transience of Lévy-Type Processes
Nikola Sandrić
In this paper, we study weak and strong transience of a class of Feller processes associated with pseudo-differential operators, the so-called Lévy-type processes. As a main result…
Ergodic property of stable-like Markov chains
Nikola Sandrić
A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel , where the density functions , for large $|y|…
Recurrence and transience criteria for two cases of stable-like Markov chains
Nikola Sandrić
We give recurrence and transience criteria for two cases of time-homogeneous Markov chains on the real line with transition kernel , where are probabil…