Fluctuations of interacting Markov chain Monte Carlo methods
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the class of nonlinear Markov chains interacting with their empirica...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2012
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