{
  "id": "1108.2743",
  "version": "v1",
  "published": "2011-08-13T00:35:53.000Z",
  "updated": "2011-08-13T00:35:53.000Z",
  "title": "Limit Theorems for quadratic forms of Markov Chains",
  "authors": [
    "Yves F. Atchade",
    "Matias D. Cattaneo"
  ],
  "comment": "22 pages, 2 figures",
  "categories": [
    "math.PR"
  ],
  "abstract": "We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results to Markov Chain Monte Carlo simulation. As another illustration, we use the method to derive a central limit theorem for U-statistics with varying kernels.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-08-13T00:35:53.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J10",
      "62M10"
    ],
    "keywords": [
      "quadratic forms",
      "markov chain monte carlo simulation",
      "central limit theorem",
      "martingale approximation approach",
      "time series"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 22,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1108.2743A"
    }
  }
}