Ergodic Markov processes and Poisson equations (lecture notes)

DOI10.1007/978-3-319-65313-6_18zbMath1382.60096arXiv1610.09661OpenAlexW3099384890MaRDI QIDQ1703911

Alexander Yu. Veretennikov

Publication date: 8 March 2018

Full work available at URL: https://arxiv.org/abs/1610.09661

zbMATH Keywords

Markov chainslimit theoremscouplingergodic theoremdiscrete Poisson equations

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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