Limit theorems for Markov chains by the symmetrization method

DOI10.1016/j.jmaa.2015.07.061zbMath1334.60035OpenAlexW1053002866MaRDI QIDQ890488

Christophe Cuny, Michael Lin

Publication date: 10 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.07.061

zbMATH Keywords

Markov chainsnumerical rangePoincaré inequalityalmost sure central limit theoremforward-backward martingale decompositionsector conditionStolz region

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15)

Related Items (7)

On the CLT for stationary Markov chains with trivial tail sigma field ⋮ A new CLT for additive functionals of Markov chains ⋮ On the quenched CLT for stationary Markov chains ⋮ On Nörlund summation and ergodic theory, with applications to power series of Hilbert contractions ⋮ On the Ritt property and weak type maximal inequalities for convolution powers on $\ell ^1(\mathbb {Z})$ ⋮ On the CLT for additive functionals of Markov chains ⋮ Ritt operators and convergence in the method of alternating projections

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