Asymptotic Properties for Linear Processes of Functionals of Reversible or Normal Markov Chains

DOI10.1007/978-3-0348-0490-5_12zbMath1271.60039arXiv1205.5575OpenAlexW266777006MaRDI QIDQ2840338

Magda Peligrad

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.5575

zbMATH Keywords

fractional Brownian motioncentral limit theoremreversible Markov chainsstationary linear processgeneralized martingales

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05)

Related Items (1)

Symmetric Measures, Continuous Networks, and Dynamics

Cites Work

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