On the invariance principle for reversible Markov chains

DOI10.1017/jpr.2016.23zbMath1344.60034OpenAlexW2438660618MaRDI QIDQ3188590

Sergey Utev, Magda Peligrad

Publication date: 11 August 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1466172877

zbMATH Keywords

functional central limit theoremMarkov chainsinvariance principlereversible process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces ⋮ Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations

Cites Work

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• A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Markov chains for exploring posterior distributions. (With discussion)
• Asymptotic variance of stationary reversible and normal Markov processes
• A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance
• On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance

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