Estimating the stationary distribution of a Markov chain (Q1404150): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the stationary distribution of a Markov chain |
scientific article |
Statements
Estimating the stationary distribution of a Markov chain (English)
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20 August 2003
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Markov chains
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stationary distribution
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consistency
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asymptotic normality
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Poisson equation
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martingale central limit theorem
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