Central limit theorem for Markov processes with spectral gap in the Wasserstein metric

From MaRDI portal
Publication:424528

DOI10.1016/j.spa.2012.03.006zbMath1244.60024arXiv1102.1842OpenAlexW1970861445MaRDI 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




Related Items (35)

Well-posedness of stochastic 2D hydrodynamics type systems with multiplicative Lévy noisesLimit theorems for some Markov chainsQuantitative contraction rates for Markov chains on general state spacesReflection couplings and contraction rates for diffusionsThe central limit theorem for random dynamical systemsDiffusion approximation of systems with weakly ergodic Markov perturbations. IIExponential mixing for the fractional magneto-hydrodynamic equations with degenerate stochastic forcingCoupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noisesErgodicity and exponential mixing of the real Ginzburg-Landau equation with a degenerate noiseCoupling and exponential ergodicity for stochastic differential equations driven by Lévy processesSubexponential upper and lower bounds in Wasserstein distance for Markov processesExplicit contraction rates for a class of degenerate and infinite-dimensional diffusionsThe central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz normLimit theorems for additive functionals of path-dependent SDEsSelf-Similar Behavior of a Nonlocal Diffusion Equation with Time DelayCLT for approximating ergodic limit of SPDEs via a full discretizationLimit theorems of additive functionals for regime-switching diffusions with infinite delayThe e-property of asymptotically stable Markov semigroupsExact convergence analysis for metropolis–hastings independence samplers in Wasserstein distancesErgodicity and central limit theorem for random interval homeomorphismsExponential rate of convergence for some Markov operatorsA note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz driftRandom iteration with place dependent probabilitiesSpectral gaps for a Metropolis-Hastings algorithm in infinite dimensionsThe law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensityErgodic and mixing properties of the Boussinesq equations with a degenerate random forcingStatistical inference for misspecified ergodic Lévy driven stochastic differential equation modelsA useful version of the central limit theorem for a general class of Markov chainsTransportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and couplingLimit theorems for additive functionals of stochastic functional differential equations with infinite delayOn the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects modelsUnnamed ItemMixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensionsSub and supercritical stochastic quasi-geostrophic equationLimits theorems for random walks on homeo\(( \mathrm{S}^1)\)



Cites Work


This page was built for publication: Central limit theorem for Markov processes with spectral gap in the Wasserstein metric