Variational formulas for asymptotic variance of general discrete-time Markov chains

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Publication:2108480

DOI10.3150/21-BEJ1458MaRDI QIDQ2108480FDOQ2108480

Yonghua Mao, Lu-Jing Huang

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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