Counterexamples in the Central Limit Theory of Markov Chains

Subscribers:
344,000
Published on ● Video Link: https://www.youtube.com/watch?v=6ZxeeEZ8PHc



Duration: 45:34
184 views
1


My involvements in the study of central limit theorems for Markov chains tend to be of the following form: I learn from Jeff Rosenthal about something that is believed to hold, and a counterexample that overthrows the belief soon presents itself. I will recall a couple of such events, and explain the (fairly instructive) counterexamples.







Tags:
microsoft research