Abstract
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class of Metropolis-Hastings algorithms which satisfy a central limit theorem and invariance principle when the variance is not linear in $n$
Citation
George Deligiannidis. Magda Peligrad. Sergey Utev. "Asymptotic variance of stationary reversible and normal Markov processes." Electron. J. Probab. 20 1 - 26, 2015. https://doi.org/10.1214/EJP.v20-3183
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