Leisen, Fabrizio, Prosdocimi, Cecilia (2011) A note on variance bounding for continuous time Markov Chains. Statistics & Probability Letters, 81 (1). pp. 153-156. ISSN 0167-7152. (doi:10.1016/j.spl.2010.10.009) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:36527)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1016/j.spl.2010.10.009 |
Abstract
In this paper the notion of variance bounding introduced by Roberts and Rosenthal (2008) is extended to continuous time Markov Chains. Moreover, it is proven that, as in the discrete time case, the notion of variance bounding for reversible Markov Chains is equivalent to the existence of a central limit theorem. A connection with the continuous time Peskun ordering, introduced by Leisen and Mira (2008), concludes the paper.
| Item Type: | Article |
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| DOI/Identification number: | 10.1016/j.spl.2010.10.009 |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA273 Probabilities |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Fabrizio Leisen |
| Date Deposited: | 07 Jun 2014 09:38 UTC |
| Last Modified: | 16 Nov 2021 10:13 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/36527 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Leisen, Fabrizio.
| Creator's ORCID: |
 https://orcid.org/0000-0002-2460-6176
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