A central limit theorem for adaptive and interacting Markov chains

DOI10.3150/12-BEJ493zbMath1303.60020arXiv1107.2574MaRDI QIDQ2448700

Gersende Fort, Pierre Vandekerkhove, Pierre Priouret, Eric Moulines

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2574

zbMATH Keywords

cental limit theorems; interacting Markov chain Monte Carlo algorithms

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

65C05: Monte Carlo methods

60J05: Discrete-time Markov processes on general state spaces

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