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A regeneration proof of the central limit theorem for uniformly ergodic Markov Chains
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Łatuszyński, Krzysztof and Bednorz, Witold (2007) A regeneration proof of the central limit theorem for uniformly ergodic Markov Chains. In: 15th European Young Statisticians Meeting-EYSM, Castro Urdiales, Spain, 10-14 Sept 2007. Published in: 15th European Young Statisticians Meeting-EYSM p. 69.
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Official URL: http://matematicas.unex.es/~idelpuerto/15thEYSM
Abstract
Central limit theorems for functionals of general state space Markov chains are of crucial importance in sensible implementation of Markov chain Monte Carlo algorithms
as well as of vital theoretical interest. Different approaches to proving this type of results under diverse assumptions led to a large variety of CTL versions. However due to the recent development of the regeneration theory of Markov chains, many
classical CLTs can be reproved using this intuitive probabilistic approach, avoiding technicalities of original proofs. In this paper we provide a regeneration proof of a
CLT for functionals of uniformly ergodic Markov chains, thus solve the open problem posed in [3]. Moreover we discuss the difference between one-step and multiple-step small set condition.
The presentation is joint work with Witold Bednorz from Warsaw University.
Item Type: | Conference Item (Paper) | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | 15th European Young Statisticians Meeting-EYSM | ||||
Publisher: | EYSM | ||||
Official Date: | 2007 | ||||
Dates: |
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Page Range: | p. 69 | ||||
Status: | Not Peer Reviewed | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 15th European Young Statisticians Meeting-EYSM | ||||
Type of Event: | Other | ||||
Location of Event: | Castro Urdiales, Spain | ||||
Date(s) of Event: | 10-14 Sept 2007 |
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