Uniform CLT for Markov chains and its invariance principle: A martingale approach

DOI10.1007/BF02218044zbMath0865.60016MaRDI QIDQ1900163

Jongsig Bae, Shlomo Levental

Publication date: 7 July 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Markov chains; martingales; invariance principle; uniform central limit theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F17: Functional limit theorems; invariance principles

Related Items

Weak convergence of non-stationary multivariate marked processes with applications to martingale testing, Weak convergence of some classes of martingales with jumps., Donsker theorems for diffusions: necessary and sufficient conditions

Cites Work

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