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

DOI10.1007/s12346-023-00862-4arXiv2210.11963OpenAlexW4386964006MaRDI QIDQ6081665

Hanna Wojewódka-Ściążko, Dawid Czapla, Katarzyna Horbacz

Publication date: 5 October 2023

Published in: Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.11963

zbMATH Keywords

Markov processcentral limit theoremexponential ergodicitymartingale methodbounded-Lipschitz distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Ergodic theorems, spectral theory, Markov operators (37A30) Spaces of measures (46E27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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