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A regeneration proof of the central limit theorem for uniformly ergodic Markov chains

Author
JASRA, Ajay1 ; CHAO YANG2
[1] Department of Mathematics, Imperial College London, SW7 2AZ, London, United Kingdom
[2] Department of Mathematics, University of Toronto, M5S 2E4, Toronto ON, Canada
Source

Statistics & probability letters. 2008, Vol 78, Num 12, pp 1649-1655, 7 p ; ref : 1/4 p

CODEN
SPLTDC
ISSN
0167-7152
Scientific domain
Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Keyword (fr)
Algorithme Chaîne Markov Espace état Estimation moyenne Fonction mesurable Méthode Monte Carlo Méthode espace état Méthode statistique Processus Markov Sondage statistique Suite stationnaire Suite variable aléatoire Théorie probabilité Théorème central limite Théorème ergodique 60F05 60J05 60J10 60J99 62M02 62M05 Loi stationnaire
Keyword (en)
Algorithm Markov chain State space Mean estimation Measurable function Monte Carlo method State space method Statistical method Markov process Sample survey Stationary sequence Random variable sequence Probability theory Central limit theorem Ergodic theorem Stationary distribution
Keyword (es)
Algoritmo Cadena Markov Espacio estado Estimación promedio Función mensurable Método Monte Carlo Método espacio estado Método estadístico Proceso Markov Ecuesta estadística Sucesión estacionaria Sucesión variable aleatoria Teoría probabilidad Teorema central límite Teorema ergódico
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01G Limit theorems

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20628578

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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