Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045): Difference between revisions

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Latest revision as of 07:10, 28 July 2024

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Variance reduction for additive functionals of Markov chains via martingale representations
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    Variance reduction for additive functionals of Markov chains via martingale representations (English)
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    14 March 2022
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    variance reduction
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    Markov chains
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    MCMC
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    martingale representations
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