Fluctuations of empirical means at low temperature for finite Markov chains with rare transitions in the general case

DOI10.1007/S004400050167zbMath0907.60029OpenAlexW2011970532MaRDI QIDQ1393074

Isabelle Gaudron, Alain Trouvé

Publication date: 2 March 1999

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050167

zbMATH Keywords

Monte Carlo methodscentral limit theoremlarge deviationsautocorrelation time

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

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