On the Central Limit Theorem for Markov Chains

DOI10.1137/1123032MaRDI QIDQ3855922zbMATH OpenOpenAlexFDO

Authors B. A. Lifshits

Publication date 1979

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1123032

zbMATH Keywords

central limit theoremMarkov chains

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Cited in

(9)

• Central limit theorems under weak dependence
• Statistical inference for finite Markov chains based on divergences
• Robust parametric inference for finite Markov chains
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• A self-normalized central limit theorem for Markov random walks
• The Berry-Esseen theorem for functionals of discrete Markov chains
• The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains
• Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
• On a boundary of the central limit theorem for strictly stationary, reversible Markov chains

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