Maximum asymptotic variance of sums of finite Markov chains

DOI10.1016/S0167-7152(01)00118-3zbMath0991.60061MaRDI QIDQ5953884

Carlos Antonio León

Publication date: 28 August 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainsasymptotic varianceempirical mean sequenceMonte Carlo Markov chainsPerron-Frobenius eigenvaluesample mean

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

On Dobrushin's inequality

Cites Work

• Unnamed Item
• Optimum Monte-Carlo sampling using Markov chains
• A Markovian Function of a Markov Chain
• Monte Carlo sampling methods using Markov chains and their applications

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