On the Markov chain central limit theorem.
Probability Surveys [electronic only] (2004)
- Volume: 1, page 299-320
- ISSN: 1549-5787
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topJones, Galin L.. "On the Markov chain central limit theorem.." Probability Surveys [electronic only] 1 (2004): 299-320. <http://eudml.org/doc/223812>.
@article{Jones2004,
author = {Jones, Galin L.},
journal = {Probability Surveys [electronic only]},
keywords = {central limit theorem; Markov chain; Monte Carlo; mixing condition; drift condition},
language = {eng},
pages = {299-320},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {On the Markov chain central limit theorem.},
url = {http://eudml.org/doc/223812},
volume = {1},
year = {2004},
}
TY - JOUR
AU - Jones, Galin L.
TI - On the Markov chain central limit theorem.
JO - Probability Surveys [electronic only]
PY - 2004
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 1
SP - 299
EP - 320
LA - eng
KW - central limit theorem; Markov chain; Monte Carlo; mixing condition; drift condition
UR - http://eudml.org/doc/223812
ER -
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- Déborah Ferré, Loïc Hervé, James Ledoux, Limit theorems for stationary Markov processes with L2-spectral gap
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