The Central Limit Theorem for Markov Chains with General State Space Full article
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Siberian Advances in Mathematics
ISSN: 1055-1344 , E-ISSN: 1934-8126 |
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| Output data | Year: 2018, Volume: 28, Number: 4, Pages: 265-302 Pages count : 38 DOI: 10.3103/S1055134418040028 | ||
| Tags | central limit theorem; kernel of an operator; Markov chain; resolvent; space of complex-valued measures; spectral method; transition function | ||
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Abstract:
We consider a Markov chain with general state space and an embedded Markov chain sampled at the times of successive returns to a subsetA0 of the state space.We assume that the latter chain is uniformly ergodic but the originalMarkov chain need not possess this property.We develop amodification of the spectralmethod and utilize it in proving the central limit theorem for theMarkov chain under consideration. © 2018, Allerton Press, Inc.
Cite:
Nagaev S.V.
The Central Limit Theorem for Markov Chains with General State Space
Siberian Advances in Mathematics. 2018. V.28. N4. P.265-302. DOI: 10.3103/S1055134418040028 Scopus OpenAlex
The Central Limit Theorem for Markov Chains with General State Space
Siberian Advances in Mathematics. 2018. V.28. N4. P.265-302. DOI: 10.3103/S1055134418040028 Scopus OpenAlex
Identifiers:
| Scopus: | 2-s2.0-85057458479 |
| OpenAlex: | W2901984547 |
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