Nonstandard central limit theorems for Markov chains

DOI10.1142/S021848851100699XMaRDI QIDQ2907971zbMATH OpenOpenAlexFDO

Authors Bernardo B. de Andrade, Charles J. Geyer

Publication date 4 September 2012

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021848851100699x

zbMATH Keywords

central limit theoremMarkov chainsnonstandard analysisfunctional CLT

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15) Nonstandard analysis (26E35)

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Cites work

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• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• General Irreducible Markov Chains and Non-Negative Operators
• Internal set theory: A new approach to nonstandard analysis
• Markov chains for exploring posterior distributions. (With discussion)
• On the Markov chain central limit theorem
• On the central limit theorem for an ergodic Markov chain
• Persistent random walks in random environment
• Practical Markov Chain Monte Carlo
• Radically Elementary Probability Theory. (AM-117)
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• The Bayesian Choice

Cited in

(6)

• Non-central limit theorems for random selections
• Central limit theorem for triangular arrays of non-homogeneous Markov chains
• Central Limit Theorem for some non-stationary Markov chains
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• Near equivalence on metric spaces and a nonstandard central limit theorem
• A note on special cases derived from Nelson's martingale central limit theorem

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