Central limit theorem for triangular arrays of non-homogeneous Markov chains
From MaRDI portal
Publication:1934366
DOI10.1007/s00440-011-0371-6zbMath1266.60043arXiv1012.6000OpenAlexW2037799202MaRDI QIDQ1934366
Publication date: 28 January 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.6000
Central limit and other weak theorems (60F05) Generalizations of martingales (60G48) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (16)
Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Turning a coin over instead of tossing it ⋮ Edgeworth expansions for independent bounded integer valued random variables ⋮ On the local limit theorems for psi-mixing Markov chains ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ Central limit theorems for the shrinking target problem ⋮ A note on two measures of dependence ⋮ A nonconventional local limit theorem ⋮ Central limit theorems for sequential and random intermittent dynamical systems ⋮ Fluctuations of the empirical measure of freezing Markov chains ⋮ On the local limit theorems for lower psi-mixing Markov chains ⋮ Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains ⋮ A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming ⋮ Functional CLT for martingale-like nonstationary dependent structures ⋮ An almost sure invariance principle for some classes of non-stationary mixing sequences
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on two measures of dependence
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- On the Markov chain central limit theorem
- Geometric ergodicity and hybrid Markov chains
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- Rates of convergence of the Hastings and Metropolis algorithms
- On Strong Mixing Conditions for Stationary Gaussian Processes
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- A Note on the Central Limit Theorems for Dependent Random Variables
- Remarks on the functional central limit theorem for martingales
This page was built for publication: Central limit theorem for triangular arrays of non-homogeneous Markov chains