A note on variance bounding for continuous time Markov chains
From MaRDI portal
(Redirected from Publication:618024)
Recommendations
- Variance bounding Markov chains
- An extension of Peskun and Tierney orderings to continuous time Markov chains
- Variance bounding Markov chains, \(L_2\)-uniform mean ergodicity and the CLT
- Covariance ordering for discrete and continuous time Markov chains
- Variational formulas for asymptotic variance of general discrete-time Markov chains
Cites work
- scientific article; zbMATH DE number 3890132 (Why is no real title available?)
- A note on Metropolis-Hastings kernels for general state spaces
- An extension of Peskun and Tierney orderings to continuous time Markov chains
- Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Covariance ordering for discrete and continuous time Markov chains
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Optimum Monte-Carlo sampling using Markov chains
- Variance bounding Markov chains
Cited in
(5)- Variance bounding Markov chains
- ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
- Variance bounding Markov chains, \(L_2\)-uniform mean ergodicity and the CLT
- Covariance ordering for discrete and continuous time Markov chains
- An extension of Peskun and Tierney orderings to continuous time Markov chains
This page was built for publication: A note on variance bounding for continuous time Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q618024)
