Central Limit Theorem for some non-stationary Markov chains

DOI10.4064/sm170325-8-9zbMath1422.60032OpenAlexW2894163085WikidataQ129202119 ScholiaQ129202119MaRDI QIDQ4615040

Tomasz Szarek, Jacek Gulgowski, Maria Aleksandra Ziemlańska, Sander Cornelis Hille

Publication date: 1 February 2019

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm170325-8-9

zbMATH Keywords

Markov chainsinvariant measurescentral limit theoremMarkov operators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30)

Related Items (6)

Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures ⋮ The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ Self-Similar Behavior of a Nonlocal Diffusion Equation with Time Delay ⋮ Ergodicity and central limit theorem for random interval homeomorphisms ⋮ A useful version of the central limit theorem for a general class of Markov chains ⋮ Limits theorems for random walks on homeo\(( \mathrm{S}^1)\)

Cites Work

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• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• Law of large numbers and central limit theorem for randomly forced PDE's
• Quenched Invariance Principles via Martingale Approximation

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