Variational formulas for asymptotic variance of general discrete-time Markov chains
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Publication:2108480
DOI10.3150/21-BEJ1458MaRDI QIDQ2108480FDOQ2108480
Authors: Lu-Jing Huang, Yonghua Mao 
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.13895
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Cited In (13)
- Variance bounding Markov chains
- Which ergodic averages have finite asymptotic variance?
- Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains
- A Diffusion Approximation for Markov Renewal Processes
- Variational formula of capacity for asymmetric Markov chains
- ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
- Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
- A note on variance bounding for continuous time Markov chains
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- Asymptotic variance of stationary reversible and normal Markov processes
- Estimation of the Asymptotic Variance in the CLT for Markov Chains
- Variational principles for asymptotic variance of general Markov processes
- CLTs and asymptotic variance of time-sampled Markov chains
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