Timeline for Reference request: When is the variance in the central limit theorem for Markov chains positive?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 14, 2019 at 14:12 | vote | accept | munchhausen | ||
| Jun 14, 2019 at 14:11 | comment | added | munchhausen | So, I didn't end up finding the condition in the references that you suggested, but they were very helpful in helping me locate a book from with the condition I wanted could be easily derived, so I'll accept your answer (especially since these are very good references in general). The ``two cycles'' condition can be easily derived from Theorem 1 in Section 16 of Markov Chains with Stationary Transition Probabilities by Chung. | |
| May 30, 2019 at 13:06 | comment | added | munchhausen | Thank you very much for the references! As you say, the first reference has more than I could ever hope for, so It'll take me a while to parse. Do you happen to know if the ``two cycles'' condition that I mention appears anywhere? | |
| May 30, 2019 at 6:24 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 2 characters in body
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| May 29, 2019 at 19:29 | history | answered | ofer zeitouni | CC BY-SA 4.0 |