Introduction to ergodic rates for Markov chains and processes. With applications to limit theorems
couplingweak ergodicitystochastic stabilityinvariant probability measureHarris irreducibilityDobrushin conditiongeneral Harris-type theoremDöblin condition
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25)
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