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Huang LJ, Mao YH. Variational formulas for asymptotic variance of general discrete-time Markov chains. BERNOULLI 2023. [DOI: 10.3150/21-bej1458] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/05/2022]
Affiliation(s)
- Lu-Jing Huang
- School of Mathematics and Statistics, Fujian Normal University, 350007 Fuzhou, P.R. China
| | - Yong-Hua Mao
- School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education, 100875 Beijing, P.R. China
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Belmabrouk N, Damak M, Yaakoubi N. Dirichlet eigenvalue problems of irreversible Langevin diffusion. Stat Probab Lett 2022. [DOI: 10.1016/j.spl.2021.109242] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
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