Which ergodic averages have finite asymptotic variance? (Q1617127)

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Which ergodic averages have finite asymptotic variance?
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    Which ergodic averages have finite asymptotic variance? (English)
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    7 November 2018
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    Markov chain Monte Carlo
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    asymptotic variance
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    jump chain
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    independent Metropolis-Hastings
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    pseudo-marginal method
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