CLT for Stationary Normal Markov Chains via Generalized Coboundaries

DOI10.1007/978-3-642-36068-8_6zbMath1274.60066OpenAlexW165766201MaRDI QIDQ2848102

Mikhaĭl Iosifovich Gordin

Publication date: 25 September 2013

Published in: Limit Theorems in Probability, Statistics and Number Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-36068-8_6

zbMATH Keywords

Markov chainPoisson equationlimit theoremsmartingale approximationgeneralized coboundarynormal transition operator

Mathematics Subject Classification ID

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

Related Items (1)

On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On martingale approximations
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• A new maximal inequality and invariance principle for stationary sequences
• Central limit theorems for additive functionals of Markov chains.
• On order preserving contractions
• A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
• The Lindeberg-Levy Theorem for Martingales
• A Central Limit Theorem for a Class of Dependent Random Variables
• The central limit theorem for Markov chains with normal transition operators, started at a point
• Fractional Poisson equations and ergodic theorems for fractional coboundaries

This page was built for publication: CLT for Stationary Normal Markov Chains via Generalized Coboundaries