Asymptotic variance of stationary reversible and normal Markov processes

DOI10.1214/EJP.v20-3183zbMath1321.60070arXiv1405.2411MaRDI QIDQ2515885

Sergey Utev, Magda Peligrad, George Deligiannidis

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2411

zbMATH Keywords

harmonic measure; central limit theorem; asymptotic variance; invariance principle; Metropolis-Hastings algorithms; stationary Markov processes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

60J25: Continuous-time Markov processes on general state spaces

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

65C40: Numerical analysis or methods applied to Markov chains

60F17: Functional limit theorems; invariance principles

30C85: Capacity and harmonic measure in the complex plane

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