Pointwise ergodic theorems with rate and application to the CLT for Markov chains

DOI10.1214/08-AIHP180zbMath1186.37013OpenAlexW2094737585MaRDI QIDQ731730

Michael Lin, Christophe Cuny

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78040

zbMATH Keywords

probability preserving transformationscentral limit theorem for Markov chainsDunford-Schwartz operatorsergodic theorems with rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theory of linear operators (47A35) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Related Items (10)

Bernstein functions and rates in mean ergodic theorems for operator semigroups ⋮ On the rate of convergence of weighted oscillating ergodic averages ⋮ Limit theorems for Markov chains by the symmetrization method ⋮ Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains ⋮ Poisson equation and discrete one-sided Hilbert transform for \((C, \alpha)\)-bounded operators ⋮ Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions ⋮ VARIANCE BOUNDING MARKOV CHAINS, L₂-UNIFORM MEAN ERGODICITY AND THE CLT ⋮ POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES

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