A regularity condition and a limit theorem for Harris ergodic Markov chains

DOI10.1016/J.SPA.2004.02.005zbMath1087.60056OpenAlexW1989229652MaRDI QIDQ2485758

Jorge D. Samur

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://sedici.unlp.edu.ar/handle/10915/83391

zbMATH Keywords

Functional central limit theoremStrong mixing\(f\)-regularityAlmost sure invariance principleDrift conditionErgodicity of degree 2

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Precise large deviations for dependent regularly varying sequences ⋮ Markov chain Monte Carlo estimation of quantiles ⋮ Multivariate strong invariance principles in Markov chain Monte Carlo ⋮ The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains ⋮ Empirical process theory for locally stationary processes

Cites Work

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