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In earlier work (Wilson, 2001) we derived upper and lower bounds on the mixing time of a variety of Markov chains, including Markov chains on lozenge tilings, card shuffling,
de Acosta, Large deviations for vector valued additive functionals of a Markov process: Lower bounds.. Ney, Large deviation lower bounds for arbitrary additive functionals of a
We prove the CLT for a random walk in a dynamical environment where the states of the environ- ment at different sites are independent Markov chains..
Central limit theorems for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature.. These
Dobrushin proved in his thesis [2] an important central limit theorem (CLT) for Markov chains in discrete time that are not necessarily homogeneous in time. Previously,
Keywords: General state space Markov chains; f -regularity; Markov chain central limit theo- rem; Drazin inverse; fundamental matrix; asymptotic
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms as well as
For a given ordinary differential equation we propose a method consisting in a sequence of Markov chains to approximate its solution, where each of these chains minus its
