Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
نویسندگان
چکیده
منابع مشابه
Asymptotic Variance of Functionals of Discrete- Time Markov Chains via the Drazin Inverse
We consider a ψ-irreducible, discrete-time Markov chain on a general state space with transition kernel P . Under suitable conditions on the chain, kernels can be treated as bounded linear operators between spaces of functions or measures and the Drazin inverse of the kernel operator I−P exists. The Drazin inverse provides a unifying framework for objects governing the chain. This framework is ...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2007
ISSN: 1083-589X
DOI: 10.1214/ecp.v12-1262