The Nagaev-Guivarc’h method via the Keller-Liverani theorem
From MaRDI portal
Publication:3056515
DOI10.24033/bsmf.2594zbMath1205.60133arXiv0901.4617OpenAlexW1514641147MaRDI QIDQ3056515
Publication date: 12 November 2010
Published in: Bulletin de la Société mathématique de France (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.4617
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
Related Items (37)
Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence ⋮ Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains ⋮ Berry-Esseen bound and precise moderate deviations for products of random matrices ⋮ Limit theorems for supercritical branching processes in random environment ⋮ A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels ⋮ On the local limit theorems for psi-mixing Markov chains ⋮ A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains ⋮ Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Weak Edgeworth expansion for the mean-field Bose gas ⋮ Edgeworth expansions for volatility models ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ A Berry-Esseen bound with (almost) sharp dependence conditions ⋮ A perturbation analysis of Markov chains models with time-varying parameters ⋮ Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Regular Perturbation of V-Geometrically Ergodic Markov Chains ⋮ A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case ⋮ On the local limit theorems for lower psi-mixing Markov chains ⋮ Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean ⋮ Almost sure invariance principle for dynamical systems by spectral methods ⋮ Berry-Esseen theorems under weak dependence ⋮ Edgeworth expansions for weakly dependent random variables ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria ⋮ On the recurrence set of planar Markov random walks ⋮ Deviations from Gaussianity in deterministic discrete time dynamical systems ⋮ Stochastic Model Reduction for Slow-Fast Systems with Moderate Time Scale Separation ⋮ Edgeworth expansions for slow–fast systems with finite time-scale separation ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes ⋮ The Berry-Esseen bound for general Markov chains ⋮ Expansions in the local and the central limit theorems for dynamical systems ⋮ The spectral method and the central limit theorem for general Markov chains ⋮ Higher order asymptotics for large deviations – Part I ⋮ Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Rate of convergence in the central limit theorem for strongly ergodic Markov chains
- On mean central limit theorems for stationary sequences
- Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif: convergence, normalité asymptotique, vitesse de convergence. (Asymptotic behaviour of maximum likelihood estimator in an autoregressive process: consistency, asymptotic distribution and expansion, rate of convergence)
- Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficients)
- Limit theorems in the stadium billiard
- Stable laws and products of positive random matrices
- On the Markov chain central limit theorem
- Rates of convergence for minimal distances in the central limit theorem under projective criteria
- Un théorème de la limite locale pour une classe de transformations dilatantes et monotones par morceaux
- Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
- On the first-order Edgeworth expansion for a Markov chain
- On the approximation of positive operators and the behaviour of the spectra of the approximants
- Central limit theorem and stable laws for intermittent maps
- Essential spectral radius for Markov semigroups. I: Discrete time case
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- Local theorem for Markov chains with quasicompact transition probability. Applications to \(V\)-geometrically ergodic chains and iterative models
- Régularité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes et applications. (Regularity of the largest characteristic exponent of products of independent random matrices and applications)
- On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Central limit theorems for iterated random Lipschitz mappings.
- A uniform estimate for the rate of convergence in the multidimensional central limit theorem for homogeneous Markov chains
- On almost-sure versions of classical limit theorems for dynamical systems
- Renewal theorem for strongly ergodic Markov chains : application to Lipschitz iterative models
- Spectral gap of positive operators and applications
- Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
- Quasi-compactness and absolutely continuous kernels
- Théorie ergodique pour des classes d'opérations non completement continues
- Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks
- Banach spaces adapted to Anosov systems
- Asymptotic laws for geodesic homology on hyperbolic manifolds with cusps
- [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
- Asymptotic expansions for sums of weakly dependent random vectors
- A Smoothing Inequality for Estimates of the Lévy–Prokhorov Distance
- Iterated Random Functions
- Limit theorems for functionals of ergodic Markov chains with general state space
- A Central Limit Theorem for Contractive Stochastic Dynamical Systems
- LOCAL LIMIT THEOREMS FOR PARTIAL SUMS OF STATIONARY SEQUENCES GENERATED BY GIBBS–MARKOV MAPS
- On the local limit theorem for non-uniformly ergodic Markov chains
- Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions
- Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
- On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
- A Non-Uniform Estimate for the Convergence Speed in the Multi-Dimensional Central Theorem
- Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness
This page was built for publication: The Nagaev-Guivarc’h method via the Keller-Liverani theorem
