The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups

DOI10.1080/17442500500190060zbMath1080.60017OpenAlexW2056269336MaRDI QIDQ5704641

Hajo Holzmann

Publication date: 15 November 2005

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500500190060

zbMATH Keywords

central limit theorem for functionalsrandom walks on compact hypergroups

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Harmonic analysis on hypergroups (43A62) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Harmonic analysis on general compact groups (43A77)

Related Items (1)

The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm

Cites Work

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• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Harmonic analysis of probability measures on hypergroups
• Spaces with an abstract convolution of measures
• Martingale approximations for continuous-time and discrete-time stationary Markov processes
• Invariant Markov processes on compact groups and correlation functions
• A multidimensional central limit theorem for random walks on hypergroups
• A Functional Limit Theorem for Stationary Processes: A Martingale Approach
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Fractional Poisson equations and ergodic theorems for fractional coboundaries

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