搜索结果: 1-2 共查到“管理学 asymptotic variance”相关记录2条 . 查询时间(0.085 秒)
CLTs and asymptotic variance of time-sampled Markov chains
time-sampled Markov chains Barker’s algo-rithm Metropolis algorithm Central Limit Theorem asymptotic variance variance bounding Markov chains MCMC estimation
2011/3/25
For a Markov transition kernel $P$ and a probability distribution $ \mu$ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_{\mu} = \sum_k \mu(k)P^k.$ I...
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Markov chain state space transition kernel
2009/3/23
We consider a ψ-irreducible, discrete-time Markov chain on a general state space with transition kernel P. Under suitable conditions on the chain, kernels can be treated as bounded linear operators...