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• W4306158352 abstract "The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov chains on general state space. The variational formulas provide many applications, extending the classical Peskun’s comparison theorem to non-reversible Markov chains, and obtaining several comparison theorems between Markov chains with various perturbations." @default.
• W4306158352 created "2022-10-14" @default.
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• W4306158352 date "2023-02-01" @default.
• W4306158352 modified "2023-10-17" @default.
• W4306158352 title "Variational formulas for asymptotic variance of general discrete-time Markov chains" @default.
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• W4306158352 doi "https://doi.org/10.3150/21-bej1458" @default.
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