The spectral method and the central limit theorem for general Markov chains

DOI10.1134/S1064562415010172zbMath1319.60046MaRDI QIDQ5919772

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Publication date: 7 July 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chainscentral limit theoremspectral method

Mathematics Subject Classification ID

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

Cites Work

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• Recurrent Markov chains
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem
• The Berry-Esseen theorem for functionals of discrete Markov chains
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness