Fabrizio, Leisen; Antonietta, Mira - Facoltà di Economia, Università degli Studi dell'Insubria - 2006
Peskun ordering is a partial ordering defined on the space of transition matrices of discrete time Markov chains. If the Markov chains are reversible with respect to a common stationary distribution "greek Pi", Peskun ordering implies an ordering on the asymptotic variances of the resulting...