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Oct 30, 2018 at 2:16 comment added Xi Wu I think so, but I am not sure how that would help the estimate of the variance. Maybe there is something in your mind, if so feel free to teach me about that.
Oct 30, 2018 at 2:15 vote accept Xi Wu
Oct 29, 2018 at 19:07 comment added R W Isn't it positively recurrent for any $\epsilon>0$?
Oct 29, 2018 at 16:11 answer added Pierre PC timeline score: 4
Oct 29, 2018 at 16:11 history edited Xi Wu CC BY-SA 4.0
Adds the missing case for $X^{(t)} = 0$.
Oct 29, 2018 at 15:26 history edited Xi Wu CC BY-SA 4.0
added 24 characters in body
Oct 29, 2018 at 15:07 history asked Xi Wu CC BY-SA 4.0