A useful version of the central limit theorem for a general class of Markov chains
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Publication:2287316
DOI10.1016/j.jmaa.2019.123725zbMath1432.60033arXiv1804.09220OpenAlexW2893788374WikidataQ126647440 ScholiaQ126647440MaRDI QIDQ2287316
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
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (8)
The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows ⋮ 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 ⋮ The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations ⋮ The Strassen invariance principle for certain non-stationary Markov–Feller chains
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