Which ergodic averages have finite asymptotic variance?
We show that the class of L2 functions for which ergodic averages of a reversible Markov chain have finite asymptotic variance is determined by the class of L2 functions for which ergodic averages of its associated jump chain have finite asymptotic variance. This allows us to characterize completely...
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| Format: | Journal article |
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Institute of Mathematical Statistics
2018
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