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math.PR2020★ 2 cited
Variational Formulas of Asymptotic Variance for General Discrete-time Markov Chains
Lu-Jing Huang, Yong-Hua Mao
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…
math.PR2020★ 1 cited
Perturbation theory and uniform ergodicity for discrete-time Markov chains
Yonghua Mao, Yanhong Song
We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set.…