A short proof of the central limit theorem for Markov chains

DOI10.1016/0167-7152(88)90064-8zbMath0635.60082OpenAlexW2094822650MaRDI QIDQ1097584

Dudley Paul Johnson

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90064-8

zbMATH Keywords

semigroups of linear operatorsstationary distributionresolvent of a bounded linear operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Groups and semigroups of linear operators (47D03)

Related Items (3)

Central limit theorems for random evolutions ⋮ A central limit theorem for products of dependent random linear and nonlinear operators ⋮ Hilbert space representations of general discrete time stochastic processes

Cites Work

• Unnamed Item
• Approximation of semi-groups of operators
• Hilbert space representations of general discrete time stochastic processes
• Corrigendum on 'Semigroup-theoretic proofs of the central limit theorem and other theorems of analysis'
• Extensions of Trotter's operator semigroup approximation theorems
• A limit theorem for perturbed operator semigroups with applications to random evolutions
• A Central Limit Theorem for General Stochastic Processes
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• An elementary proof of the central limit theorem

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