Variational formulas for asymptotic variance of general discrete-time Markov chains
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Cites work
- scientific article; zbMATH DE number 3498981 (Why is no real title available?)
- scientific article; zbMATH DE number 3613934 (Why is no real title available?)
- scientific article; zbMATH DE number 3337280 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
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Cited in
(13)- Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains
- Asymptotic variance of stationary reversible and normal Markov processes
- A Diffusion Approximation for Markov Renewal Processes
- Variational formula of capacity for asymmetric Markov chains
- Estimation of the Asymptotic Variance in the CLT for Markov Chains
- ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
- Variance bounding Markov chains
- A note on variance bounding for continuous time Markov chains
- Which ergodic averages have finite asymptotic variance?
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- CLTs and asymptotic variance of time-sampled Markov chains
- Variational principles for asymptotic variance of general Markov processes
- Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
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