Estimating the stationary distribution of a Markov chain (Q1404150): Difference between revisions

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Latest revision as of 21:10, 19 March 2024

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Estimating the stationary distribution of a Markov chain
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    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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