On the invariance principle for reversible Markov chains

DOI10.1017/jpr.2016.23zbMath1344.60034MaRDI QIDQ3188590

Sergey Utev, Magda Peligrad

Publication date: 11 August 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1466172877

zbMATH Keywords

functional central limit theorem; Markov chains; invariance principle; reversible process

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

60F17: Functional limit theorems; invariance principles

Related Items

Continuum versus discrete networks, graph Laplacians, and reproducing kernel Hilbert spaces, Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations

Cites Work

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