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文章基本信息

  • 标题:On Variance Conditions for Markov Chain CLTs
  • 本地全文:下载
  • 作者:Haggstrom, Olle ; Rosenthal, Jeffrey S.
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2007
  • 卷号:12
  • 页码:454-464
  • DOI:10.1214/ECP.v12-1336
  • 出版社:Electronic Communications in Probability
  • 摘要:Central limit theorems for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature. These turn out to be equal under fairly general conditions, although not always. We also investigate the existence of CLTs, and pose some open problems.
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