A note on variance bounding for continuous time Markov chains
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Publication:618024
DOI10.1016/J.SPL.2010.10.009zbMATH Open1209.60045OpenAlexW1969510112MaRDI QIDQ618024FDOQ618024
Fabrizio Leisen, Cecilia Prosdocimi
Publication date: 14 January 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.009
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Cites Work
- A note on Metropolis-Hastings kernels for general state spaces
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Title not available (Why is that?)
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- Optimum Monte-Carlo sampling using Markov chains
- An extension of Peskun and Tierney orderings to continuous time Markov chains
- Variance bounding Markov chains
- Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- Covariance ordering for discrete and continuous time Markov chains
Cited In (4)
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