Martingale approximations for continuous-time and discrete-time stationary Markov processes

DOI10.1016/j.spa.2005.04.001zbMath1073.60050OpenAlexW1970260240MaRDI QIDQ2567230

Hajo Holzmann

Publication date: 29 September 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.04.001

zbMATH Keywords

central limit theoremmoving average processnormal operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35)

Related Items (4)

Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups ⋮ The central limit theorem for \(m\)th-order nonhomogeneous Markov information source

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