Central limit theorems for additive functionals of Markov chains.

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Publication:1872521

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DOI10.1214/aop/1019160258zbMath1044.60014OpenAlexW2073358026MaRDI QIDQ1872521

Michael Maxwell, Michael B. Woodroofe

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1019160258

zbMATH Keywords

functional central limit theorem asymptotic normality Hilbert space Poisson's equation martingale maximal inequality ergodic theorem one-sided shifts

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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