A regularity condition and a limit theorem for Harris ergodic Markov chains (Q2485758): Difference between revisions

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+Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
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+Moderate deviations for empirical measures of Markov chains: Lower bounds
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+Mixing properties of harris chains and autoregressive processes
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+Approximation theorems for independent and weakly dependent random vectors
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+The Berry-Esseen theorem for functionals of discrete Markov chains
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+The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
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+Limit theorems for functionals of ergodic Markov chains with general state space
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+Some dichotomy results for functionals of Harris recurrent Markov chains
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+On additive functionals of Markov chains
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+Mixing Conditions for Markov Chains
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+A Liapounov bound for solutions of the Poisson equation
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+Theorems of the Invariance Principle Type for Recurrent Semi-Markov Processes with Arbitrary Phase Space
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+Uniform limit theorems for Harris recurrent Markov chains
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+Markov chains and stochastic stability
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+A splitting technique for Harris recurrent Markov chains
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+General Irreducible Markov Chains and Non-Negative Operators
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+Almost sure invariance principles for partial sums of weakly dependent random variables
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+Asymptotic theory of weakly dependent stochastic processes
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