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On Variance Conditions for Markov Chain CLTs

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	On Variance Conditions for Markov Chain CLTs
2.	Creator	Author's name, affiliation, country	Olle Haggstrom; Chalmers University of Technology
2.	Creator	Author's name, affiliation, country	Jeffrey S. Rosenthal; University of Toronto
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)
4.	Description	Abstract	Central limit theorems for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature. These turn out to be equal under fairly general conditions, although not always. We also investigate the existence of CLTs, and pose some open problems.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2007-12-16
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1336
10.	Identifier	Digital Object Identifier	10.1214/ECP.v12-1336
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 12
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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