| Título: | On Variance Conditions for Markov Chain CLTs |
| Autores: |
Haggstrom, Olle; Chalmers University of Technology Rosenthal, Jeffrey S.; University of Toronto |
| Fecha: | 2007-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | 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. |
| Idioma: | No aplica |
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