On variance conditions for Markov chain CLTs.
Häggström, Olle; Rosenthal, Jeffrey S.
Electronic Communications in Probability [electronic only] (2007)
- Volume: 12, page 454-464
- ISSN: 1083-589X
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topHäggström, Olle, and Rosenthal, Jeffrey S.. "On variance conditions for Markov chain CLTs.." Electronic Communications in Probability [electronic only] 12 (2007): 454-464. <http://eudml.org/doc/232211>.
@article{Häggström2007,
author = {Häggström, Olle, Rosenthal, Jeffrey S.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Markov chains; central limit theorems; asymptotic variance; spectral measure; reversibility},
language = {eng},
pages = {454-464},
publisher = {University of Washington},
title = {On variance conditions for Markov chain CLTs.},
url = {http://eudml.org/doc/232211},
volume = {12},
year = {2007},
}
TY - JOUR
AU - Häggström, Olle
AU - Rosenthal, Jeffrey S.
TI - On variance conditions for Markov chain CLTs.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 454
EP - 464
LA - eng
KW - Markov chains; central limit theorems; asymptotic variance; spectral measure; reversibility
UR - http://eudml.org/doc/232211
ER -
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