A useful version of the central limit theorem for a general class of Markov chains

DOI10.1016/J.JMAA.2019.123725MaRDI QIDQ2287316zbMATH OpenOpenAlexWikidataFDO

Authors Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko

Publication date 20 January 2020

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.09220

zbMATH Keywords

asymptotic couplingcentral limit theoremMarkov chainrandom dynamical system

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular discrete-time Markov dynamical system. From the application point of view, the examined system provides a useful tool in analysing the stochastic dynamics of gene expression in prokaryotes.

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Cited in

(17)

• A central limit theorem for functions of a Markov chain with applications to shifts
• Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
• Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
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