Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains
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Publication:6357008
DOI10.3150/21-BEJ1458zbMath1510.60067arXiv2012.13895MaRDI QIDQ6357008
Publication date: 27 December 2020
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)
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