A functional central limit theorem for a class of interacting Markov chain monte carlo methods

Electronic Journal of Probability

Volumn 14, Issue , 2009, Pages 2130-2155

  Bercu, Bernard ^a   Doucet, Arnaud ^b,c  

^a UNIVERSITÉ DE BORDEAUX   (France)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Feynman Kac semigroups; Markov chain Monte Carlo methods; Martingale limit theorems; Multivariate and functional central limit theorems; Random fields; Self interacting Markov chains

Indexed keywords

EID: 77949756729     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v14-701     Document Type: Article

References (11)

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