Go to main content

PDF

Description

We show that all moments of the partial sum process of a test function g along the paths of a V-uniformly ergodic Markov chain converge to the corresponding moments of a normal variable. For the n-th moment to converge, g^n must be bounded by a constant times V. We also derive starting-point dependent bounds on the rate of convergence.

Details

Files

Statistics

from
to
Export
Download Full History
Formats
Format
BibTeX
MARCXML
TextMARC
MARC
DublinCore
EndNote
NLM
RefWorks
RIS