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Jeffrey S. Rosenthal

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Preprint Sep 2026

Markov Chain CLTs: Resolving Open Problems

Markov chain central limit theorems (CLTs) and their associated variances are very important for implementing Markov chain Monte Carlo algorithms among other applications. H\"aggstr\"om and Rosenthal (2007) presented various results regarding the equality of different formulae for this variance and also posed seven ope...

Austin Brown, Jeffrey S. Rosenthal, Quan Zhou · 0 citations

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