Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
From MaRDI portal
Publication:424528
DOI10.1016/j.spa.2012.03.006zbMath1244.60024arXiv1102.1842MaRDI QIDQ424528
Anna Walczuk, Tomasz Komorowski
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.1842
60F05: Central limit and other weak theorems
60J25: Continuous-time Markov processes on general state spaces
60J55: Local time and additive functionals
Related Items
Unnamed Item, Self-Similar Behavior of a Nonlocal Diffusion Equation with Time Delay, A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift, Random iteration with place dependent probabilities, The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm, Limit theorems for some Markov chains, Reflection couplings and contraction rates for diffusions, The central limit theorem for random dynamical systems, Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions, Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions, Limit theorems for additive functionals of stochastic functional differential equations with infinite delay, On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models, Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions, Limits theorems for random walks on homeo\(( \mathrm{S}^1)\), Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noises, Ergodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noise, Limit theorems for additive functionals of path-dependent SDEs, Ergodicity and central limit theorem for random interval homeomorphisms, The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity, Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models, A useful version of the central limit theorem for a general class of Markov chains, Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling, Sub and supercritical stochastic quasi-geostrophic equation, Exponential rate of convergence for some Markov operators, Quantitative contraction rates for Markov chains on general state spaces, Exponential mixing for the fractional magneto-hydrodynamic equations with degenerate stochastic forcing, Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises, Subexponential upper and lower bounds in Wasserstein distance for Markov processes, CLT for approximating ergodic limit of SPDEs via a full discretization, Diffusion approximation of systems with weakly ergodic Markov perturbations. II
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Law of large numbers and central limit theorem for randomly forced PDE's
- On ergodicity of some Markov processes
- Stability of a 4th-order curvature condition arising in optimal transport theory
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
- Self diffusion of a tagged particle in equilibrium for asymmetric mean zero random walk with simple exclusion
- The central limit theorem for Markov chains started at a point
- Necessary and sufficient conditions for the conditional central limit theorem
- Central limit theorems for additive functionals of Markov chains.
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
- Strong invariance principles for dependent random variables
- Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
- Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
- Martingale approximations for continuous-time and discrete-time stationary Markov processes
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
- The uniqueness of invariant measures for Markov operators
- Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
- On the functional central limit theorem and the law of the iterated logarithm for Markov processes
- One-Parameter Semigroups for Linear Evolution Equations
- Ergodicity for Infinite Dimensional Systems
- Fluctuations in Markov Processes
- Stochastic Partial Differential Equations with Levy Noise
- A Fourth Moment Inequality for Functionals of Stationary Processes
- On a Class of Markov Processes
- The central limit theorem for Markov chains with normal transition operators, started at a point
- Stochastic Equations in Infinite Dimensions