Uniform limit theorems for Harris recurrent Markov chains

DOI10.1007/BF00348754zbMath0638.60030MaRDI QIDQ1099481

Shlomo Levental

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

strong law of large numberscentral limit theoremregenerative processes

Mathematics Subject Classification ID

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

Related Items (14)

Bootstrap uniform central limit theorems for Harris recurrent Markov chains ⋮ Uniform limit theorems for Harris recurrent Markov chains ⋮ Nonparametric inference from the M/G/1 workload ⋮ An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ Uniform CLT for Markov chains with a countable state space ⋮ A regularity condition and a limit theorem for Harris ergodic Markov chains ⋮ Unnamed Item ⋮ Exponential concentration inequalities for additive functionals of Markov chains ⋮ Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment ⋮ Empirical process theory for locally stationary processes ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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• Some limit theorems for empirical processes (with discussion)
• Universal Donsker classes and metric entropy
• Uniform limit theorems for Harris recurrent Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Convergence of stochastic processes

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