{"entities":{"Q5953884":{"pageid":8130686,"ns":120,"title":"Item:Q5953884","lastrevid":93509126,"modified":"2026-06-05T04:31:09Z","type":"item","id":"Q5953884","labels":{"en":{"language":"en","value":"Maximum asymptotic variance of sums of finite Markov chains"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1697560"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$4D819990-1EFE-445A-A8FE-7B0F02F6AAD7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"588a0944ac4d3fc0911b09b4898cf00932a0403a","datavalue":{"value":{"text":"Maximum asymptotic variance of sums of finite Markov chains","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5953884$97716D5B-C571-425C-909A-8B9AE85886AA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5923ae494e7dd59e8e5bed3d3ae0b86461af4e63","datavalue":{"value":"0991.60061","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5953884$29D8CE01-8B5F-4204-9FDD-BEFA0E851D75","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"747eefd1a22689aac5598a01b8b9a94b0e35e7ef","datavalue":{"value":"10.1016/S0167-7152(01)00118-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5953884$96E95D13-71BA-4B00-A55A-6332F7B27841","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cdb869e5dc3b038b5e23c4fe7cf1212cac935eb8","datavalue":{"value":{"entity-type":"item","numeric-id":1186036,"id":"Q1186036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$9B4A7442-75DD-4554-9D67-A599A7595C5A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$08B7356F-AAEC-4FE3-80BF-F7766C7C3BC0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"142362e6d8f26628ca200c5bf9158be42ab9f824","datavalue":{"value":{"time":"+2002-08-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5953884$BD0B749A-FEC8-455F-98D9-9A4B6BAD3DEB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"a2ec7d6bd68ba3fbdf69b8490e530817735423a8","datavalue":{"value":"The present note considers a reversible Markov chain \\((X_n)\\) defined on the finite state space \\(E\\) with irreducible and aperiodic transition matrix \\(P=(p_{ij})\\) and stationary distribution \\(\\pi\\). Let \\(f:E\\to R\\) satisfy \\(\\min f(E)=0\\), \\(\\max f(E)=1\\), and \\(\\mu=\\int fd\\pi\\). The purpose of this note is to study the asymptotic variance of the empirical mean sequence \\((f_n)={1\\over n} \\sum^n_{k=1} f(X_k)\\), that is known to converge a.s. to \\(\\mu\\). The main theorem of the article constructs an optimal bound for the asymptotic variance of the empirical mean sequence, and proves that this bound depends only on \\(\\mu\\), on the second largest eigenvalue \\(\\lambda\\) of the chain \\((X_n)\\), and on the endpoints of the support of \\(f(E)\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$6E460788-9277-4420-B4D8-E7DAC536B64C","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ddfe26001cac27b44f73ee317c958b41c5d4e225","datavalue":{"value":{"entity-type":"item","numeric-id":585901,"id":"Q585901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$79C80E0C-EFB0-4A1D-987D-D679459747FA","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1cdf15533e26fc0c4c2e22d28e655c364dfe77a6","datavalue":{"value":"60J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5953884$C3B35942-86B9-4B13-B4E3-1F4410290303","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b23b4581d19061667c697da14a890aa055e6f323","datavalue":{"value":"65C40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5953884$680A02BA-4704-457F-AC8A-0F8F3CF71E3E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bb869b0022f46cc1a29af751d5b26e60c826d059","datavalue":{"value":"1697560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5953884$E06332E9-D0F8-4B1E-A27C-9EA7369879D4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54386443767439a4565bd3fedc3d37d2c4a4f85d","datavalue":{"value":"Markov chains","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$FC4A6C37-10F2-412D-AD8D-239E3E261420","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"14134ae5709ad9f10825ad9045877152a592509b","datavalue":{"value":"sample mean","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$15935903-D18F-4E6E-9DB0-07FE05F905AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3e474a6a74975628ba7af397da0d46302c57a850","datavalue":{"value":"empirical mean sequence","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$C28B000D-A9A1-407F-8B0F-1C1D5A614DCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"88716dec563d06910d18a3114ac654b80a5a27e2","datavalue":{"value":"asymptotic variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$89834CB6-1486-4CC3-B290-9DD52D483D30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"616d5c32ef6dd97aae733d66e3090c7edc45f791","datavalue":{"value":"Monte Carlo Markov chains","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$3D868D0B-1260-4BDF-9540-08B87144E1A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51539c1c9269bd56fc028278487bd44186cdfe3f","datavalue":{"value":"Perron-Frobenius eigenvalue","type":"string"},"datatype":"string"},"type":"statement","id":"Q5953884$F4599B9D-BA1F-48E5-908E-6DF49807CCC3","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$F61CD622-D0AE-4F4D-95CE-5F869ED66BBA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"98fc170e23973f4cd05fc41d83ca1ee2713fa306","datavalue":{"value":{"entity-type":"item","numeric-id":3282339,"id":"Q3282339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$61FEC4D6-C8C1-44B4-8FCD-F88929D7AF5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"741e30ceb0a83e043199aa0c9fefa3fb42ab37d6","datavalue":{"value":{"entity-type":"item","numeric-id":5624533,"id":"Q5624533"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$F7B79B35-5255-4885-8F36-BA0ECCBA4023","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b117510b4422c184b3dc46595f4fe45ff7a79ad","datavalue":{"value":{"entity-type":"item","numeric-id":3262596,"id":"Q3262596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$4B531730-7B26-4BC3-89A2-913E35E14CAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83ee960f5e8c5a1678850ea64a5a287daab7d822","datavalue":{"value":{"entity-type":"item","numeric-id":3214140,"id":"Q3214140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5953884$7B2BE3B5-F730-4513-AB18-B42875A10215","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbcf36535211c7d3fce9257da32972c86cbd8035","datavalue":{"value":{"entity-type":"item","numeric-id":1343582,"id":"Q1343582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"528e722c8c2caf975d0b27e680da3c0cee41f744","datavalue":{"value":{"amount":"+0.9154038","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$B7535930-A4FF-4459-B81F-1605FE57FBD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0137675875d88b4f049d76af6db800f6ade0c9cf","datavalue":{"value":{"entity-type":"item","numeric-id":3702235,"id":"Q3702235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c5dee59aa05e71875c2ce72a3515351b536d358","datavalue":{"value":{"amount":"+0.91013515","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$3E0936A4-968A-493B-90AE-71FB6AE5189E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02a08dc046c8e465aa279edaf696c2530ad009f1","datavalue":{"value":{"entity-type":"item","numeric-id":4431305,"id":"Q4431305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fabccee509a83c3f1d4b0d8e05e8c23c7913f63c","datavalue":{"value":{"amount":"+0.90626615","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$1C4A2B78-3BED-4F46-B741-478A9C81357E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b9bcae6aa97eb02d5cf98bc3f259072b6ad8ec9","datavalue":{"value":{"entity-type":"item","numeric-id":4296389,"id":"Q4296389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a8285b80068885c9f0929af5656fd76b3866582f","datavalue":{"value":{"amount":"+0.9055842","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$840110F7-F362-4AEC-B233-26702FA04FD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"67502101481f54a956b08805556ccad54454fcca","datavalue":{"value":{"entity-type":"item","numeric-id":3621852,"id":"Q3621852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b62d178db2df4593d3d4a8f11d68749e0fb8f371","datavalue":{"value":{"amount":"+0.90489143","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$9A94D28E-EC7E-4BFC-95DE-BC91AC352D40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c1036798f6add21c82155176254aa0189d10bcec","datavalue":{"value":{"entity-type":"item","numeric-id":4210068,"id":"Q4210068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"80db86c4e9cd44300facd6341ddcd2ac75e80bd8","datavalue":{"value":{"amount":"+0.9039688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5953884$ABD843B9-D1F4-4E70-8DA8-A34A9F5DDEB3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Maximum asymptotic variance of sums of finite Markov chains","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Maximum_asymptotic_variance_of_sums_of_finite_Markov_chains"}}}}}