scientific article; zbMATH DE number 3613934
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(51)- Ergodicity and central limit theorems for a class of Markov processes
- A central limit theorem for functions of a Markov chain with applications to shifts
- Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes
- A uniform CLT for uniformly bounded families of martingale differences
- Central limit theorems for additive functionals of Markov chains.
- Martingale approximations for sums of stationary processes.
- Uniform CLT for Markov chains and its invariance principle: A martingale approach
- Strong approximation for \(\rho \)-mixing sequences
- Martingale approximation and optimality of some conditions for the central limit theorem
- Asymptotically Gaussian distribution for random perturbations of rotations of the circle
- Markov chain Monte Carlo and Rao-Blackwellization
- Stable limits for Markov chains via the principle of conditioning
- Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Poisson's equation for \(A\)-mean ergodic operators
- Variational formulas for asymptotic variance of general discrete-time Markov chains
- Limits theorems for random walks on homeo\(( \mathrm{S}^1)\)
- Some counterexamples to the central limit theorem for random rotations
- A new CLT for additive functionals of Markov chains
- Ergodicity and central limit theorem for random interval homeomorphisms
- On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
- Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
- Limit theorems for monotone Markov processes
- Martingale-coboundary representation for a class of random fields
- Strong invariance principles for dependent random variables
- On the Bahadur representation of sample quantiles for dependent sequences
- Central limit theorem for linear groups
- CLT for stationary normal Markov chains via generalized coboundaries
- Superdiffusion in the periodic Lorentz gas
- Joint and double coboundaries of commuting contractions
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- A quenched weak invariance principle
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
- Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
- Limit theorems for von Mises statistics of a measure preserving transformation
- A functional CLT for fields of commuting transformations via martingale approximation
- Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)
- On a class of stable random dynamical systems: Theory and applications
- Fractional Poisson equations and ergodic theorems for fractional coboundaries
- Synchronization rates and limit laws for random dynamical systems
- Blockwise empirical likelihood and efficiency for Markov chains
- Empirical likelihood for martingale differences
- Global central limit theorems for Markov chains
- Statistical properties for mixing Markov chains with applications to dynamical systems
- Global central limit theorems for stationary Markov chains
- Diffusive limits for ``true (or myopic) self-avoiding random walks and self-repellent Brownian polymers in \(d \geq \) 3
- Random 2D linear cocycles. II: Statistical properties
- Rate of convergence in the central limit theorem for strongly ergodic Markov chains
- Pointwise ergodic theorems with rate and application to the CLT for Markov chains
- Limit theorems for Markov chains by the symmetrization method
- Lingering random walks in random environment on a strip
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