On the central limit theorem for geometrically ergodic Markov chains

Probability Theory and Related Fields

Volumn 132, Issue 1, 2005, Pages 74-82

  Häggström, Olle ^a  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17444373965     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-004-0390-7     Document Type: Article

References (7)

1. Barbour, A.D., Holst, L., Janson, S.: Poisson Approximation. Oxford University Press, 1992
2. Cogburn, R.: The central limit theorem for Markov processes. In: Le Cam, L, Neyman, J. Scott, E., (eds.), Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, vol II. 1972, pp. 485-512
3. Häggström, O.: A note on disagreement percolation. Random Struct. Algo. 18, 267-278 (2001)
4. Ibragimov, I.A., Linnik, Y.V.: Independent and Stationary Sequences of Random Variables. Wolters-Noordhoff, Groningen, 1971
5. Roberts, G.O., Rosenthal, J.S.: Geometric ergodicity and hybrid Markov chains, Electr. Comm. Probab. 2, 13-25 (1997)
6. Roberts, G.O., Rosenthal, J.S.: General state space Markov chains and MCMC algorithms, preprint, 2004, http://xxx.lanl.gov/abs/math.PR/0404033
7. Rosenthal, J.S.: Faithful coupling of Markov chains: now equals forever. Adv. Appl. Math. 18, 372-381 (1997)