A short proof of the central limit theorem for Markov chains

DOI10.1016/0167-7152(88)90064-8zbMath0635.60082MaRDI QIDQ1097584

Dudley Paul Johnson

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90064-8

zbMATH Keywords

semigroups of linear operators; stationary distribution; resolvent of a bounded linear operator

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

47D03: Groups and semigroups of linear operators

Related Items

A central limit theorem for products of dependent random linear and nonlinear operators, Hilbert space representations of general discrete time stochastic processes, Central limit theorems for random evolutions

Cites Work

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• A limit theorem for perturbed operator semigroups with applications to random evolutions
• A Central Limit Theorem for General Stochastic Processes
• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• An elementary proof of the central limit theorem