نتایج جستجو برای: asymptotic variance

تعداد نتایج: 167957  

Journal: :Bernoulli 2023

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for central limit theorems. We give variational formulas discrete-time (non-reversible) chains on general state space. provide many applications, extending classical Peskun’s comparison theorem non-reversible and obtaining several theorems between with various perturbations.

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید