Limit theorems for the zig-zag process

DOI10.1017/apr.2017.22zbMath1433.65008arXiv1607.08845OpenAlexW2963196664MaRDI QIDQ5233190

Joris Bierkens, Andrew B. Duncan

Publication date: 16 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.08845

zbMATH Keywords

functional central limit theoremcentral limit theoremMCMCpiecewise deterministic Markov processcontinuous-time Markov processnonreversible Markov process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17)

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