On the Markov chain central limit theorem

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dc.creatorJones, Galin L.
dc.date2004-09-07
dc.date2005-03-10
dc.date.accessioned2026-07-07T08:06:27Z
dc.date.available2026-07-07T08:06:27Z
dc.descriptionThe goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus is on the connections between drift and mixing conditions and their implications. In particular, we consider three commonly cited central limit theorems and discuss their relationship to classical results for mixing processes. Several motivating examples are given which range from toy one-dimensional settings to complicated settings encountered in Markov chain Monte Carlo.
dc.identifierhttps://arxiv.org/abs/math/0409112
dc.identifierhttp://arxiv.org/abs/math/0409112
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130610
dc.subjectProbability
dc.subjectStatistics Theory
dc.titleOn the Markov chain central limit theorem
dc.typetext

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