On the invariance principle for reversible Markov chains
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Publication:3188590
DOI10.1017/jpr.2016.23zbMath1344.60034OpenAlexW2438660618MaRDI QIDQ3188590
Publication date: 11 August 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1466172877
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)
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Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces ⋮ Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations
Cites Work
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- A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Markov chains for exploring posterior distributions. (With discussion)
- Asymptotic variance of stationary reversible and normal Markov processes
- A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance
- On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance
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