On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance.
Martial LonglaCostel PeligradMagda PeligradPublished in: J. Appl. Probab. (2012)
Keyphrases
- markov chain
- central limit theorem
- steady state
- transition probabilities
- finite state
- heavy traffic
- monte carlo
- random walk
- markov process
- markov model
- state space
- probability distribution
- stationary distribution
- stochastic process
- sample path
- confidence intervals
- markov processes
- probabilistic automata
- state dependent
- transition matrix