Uniform limit theorems for Harris recurrent Markov chains

DOI10.1007/BF00348754zbMATH Open0638.60030MaRDI QIDQ1099481FDOQ1099481

Authors: Shlomo Levental 

Publication date: 1988

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremstrong law of large numbersregenerative processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

Cites Work

• Convergence of stochastic processes
• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• Some limit theorems for empirical processes (with discussion)
• Title not available (Why is that?)
• Uniform limit theorems for Harris recurrent Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Universal Donsker classes and metric entropy
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Title not available (Why is that?)

Cited In (25)

• Uniform law of large numbers and consistency of estimators for Harris diffusions
• Limit Theorems for Harris Markov Chains, II
• Empirical process theory for locally stationary processes
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
• Title not available (Why is that?)
• Uniform CLT for Markov chains with a countable state space
• Limit Theorems for Harris Markov Chains, II
• A regularity condition and a limit theorem for Harris ergodic Markov chains
• Nonparametric inference from the M/G/1 workload
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains
• Title not available (Why is that?)
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
• Exponential concentration inequalities for additive functionals of Markov chains
• Title not available (Why is that?)
• Limit theorems for null recurrent Markov processes
• Uniform limit theorems for Harris recurrent Markov chains
• Title not available (Why is that?)
• On exponential limit laws for hitting times of rare sets for Harris chains and processes
• Title not available (Why is that?)
• On the range of recurrent Markov chains
• Statistical inference with regularized optimal transport
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• On the range of a regenerative sequence
• Title not available (Why is that?)
• An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes

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