A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.

Bercu, Bernard, Del Moral, Pierre, and Doucet, Arnaud. "A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.." Electronic Journal of Probability [electronic only] 14 (2009): 2130-2155. <http://eudml.org/doc/224199>.

@article{Bercu2009,
author = {Bercu, Bernard, Del Moral, Pierre, Doucet, Arnaud},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {multivariate and functional central limit theorems; random fields; martingale limit theorems; self-interacting Markov chains; Markov chain Monte Carlo methods; Feynman-Kac semigroups},
language = {eng},
pages = {2130-2155},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.},
url = {http://eudml.org/doc/224199},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Bercu, Bernard
AU - Del Moral, Pierre
AU - Doucet, Arnaud
TI - A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2130
EP - 2155
LA - eng
KW - multivariate and functional central limit theorems; random fields; martingale limit theorems; self-interacting Markov chains; Markov chain Monte Carlo methods; Feynman-Kac semigroups
UR - http://eudml.org/doc/224199
ER -