Asymptotic variance of stationary reversible and normal Markov processes (Q2515885)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic variance of stationary reversible and normal Markov processes |
scientific article |
Statements
Asymptotic variance of stationary reversible and normal Markov processes (English)
0 references
7 August 2015
0 references
stationary Markov processes
0 references
asymptotic variance
0 references
Metropolis-Hastings algorithms
0 references
central limit theorem
0 references
invariance principle
0 references
harmonic measure
0 references
