Convergence of moments in a Markov-chain central limit theorem

DOI10.1016/S0019-3577(01)80041-0zbMath1022.60068OpenAlexW2071731054MaRDI QIDQ1866445

David Steinsaltz

Publication date: 2001

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0019-3577(01)80041-0

zbMATH Keywords

Markov chainscentral limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (2)

Rate of convergence in the central limit theorem for strongly ergodic Markov chains ⋮ Random logistic maps and Lyapunov exponents

Cites Work

• Random logistic maps and Lyapunov exponents
• Multiplicative ergodicity and large deviations for an irreducible Markov chain.
• Markov Chains and Stochastic Stability
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
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