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

The spectral method and the central limit theorem for general markov chains Full article

Journal

Izvestiya Mathematics
ISSN: 1064-5632

Output data

Year: 2017, Volume: 81, Number: 6, Pages: 1168-1211 Pages count : 44 DOI: 10.1070/IM8537

Tags

Kernel of an operator; Resolvent; Space of complex measures; Spectral method; Transition function

Authors

Nagaev S.V. ¹

Affiliations

1	Sobolev Institute of Mathematics, Siberian Branch of RAS, Novosibirsk, Russian Federation

We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya–Ney and Nummelin. Our proof of the CLT is purely analytical. © 2017 Russian Academy of Sciences (DoM).

Nagaev S.V.
The spectral method and the central limit theorem for general markov chains
Izvestiya Mathematics. 2017. V.81. N6. P.1168-1211. DOI: 10.1070/IM8537 WOS Scopus OpenAlex

Web of science:	WOS:000418891300006
Scopus:	2-s2.0-85040989296
OpenAlex:	W2583075333

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