The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes
This paper is concerned with weak convergence of sums of dependent random variables (r.vs.). A well-known approach to establish this type of convergence is the Trotter operator method [cf. \textit{H. F. Trotter}, Proc. Am. Math. Soc. 10, 545-551 (1959; Zbl 0099.104)]. The authors generalize this method to the situation that the r.vs. in question are dependent. For this purpose, they introduce a conditional Trotter operator \(V_{x| {\mathcal G}}f(y):\quad C_ B\to C_ B\times Z(\Omega,{\mathcal A})\) \((C_ B\) being the space of uniformly continuous and bounded functions; \(Z(\Omega,{\mathcal A})\) being the set of measurable r.vs. on \((\Omega,{\mathcal A}))\) by \[ (V_{X| {\mathcal G}}f)(y):=\inf_{x\in A_ a(y,f)}E[f(X+x)| {\mathcal G}], \] \({\mathcal G}\subset {\mathcal A}\). Here, \(A_ a(y,f):=\{x\in {\mathbb{Q}}\), \(f(x)>f(y)\), \(y\in B_{ax}\}\), and \(B_{ax}:=\{y\in {\mathbb{R}}\); \(| x-y| <a\), \(x\in {\mathbb{Q}}\}\), \(a\in {\mathbb{Q}}\). The fact that \({\mathbb{R}}\) with the natural topology (having the basis \(\bar B:=\{B_{ax}\); \(x,a\in {\mathbb{Q}}\), \(a>0\})\) is a Polish space, ensures that all properties of this new operator hold almost surely for all \(y\in {\mathbb{R}}.\) In particular, all properties of the classical Trotter operator may be transferred to the conditional one and, if X is independent of \({\mathcal G}\), then \(V_{X| {\mathcal G}}f(y)=V_ Xf(y)\) (the classical Trotter operator). The authors then establish several general convergence assertions with O- and o-rates for dependent r.vs. and, in particular, general convergence results for Markov-processes. In the meantime, the second author [Result. Math. 15, 294-323 (1989)] has simplified the definition of \(V_{X| {\mathcal G}}f\).
- scientific article; zbMATH DE number 3938146
- scientific article; zbMATH DE number 4056668
- scientific article; zbMATH DE number 892122
- scientific article; zbMATH DE number 4062269
- Operator Methods in Limit Theorems for Markov Processes
- Conditional limit theorems under Markov conditioning
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- scientific article; zbMATH DE number 124423
- On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
- General limit theorems with \({\mathfrak o}\)-rates and Markov processes under pseudo-moment conditions
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- scientific article; zbMATH DE number 3938146 (Why is no real title available?)
- scientific article; zbMATH DE number 4056668 (Why is no real title available?)
- scientific article; zbMATH DE number 4078376 (Why is no real title available?)
This page was built for publication: The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114987)
