Limit theorems for functionals of ergodic Markov chains with general state space

From MaRDI portal
Publication:4256402


DOI10.1090/memo/0664zbMath0952.60014MaRDI QIDQ4256402

Xia Chen

Publication date: 2 January 2001

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/memo/0664


60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60F10: Large deviations

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)


Related Items

Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes, Quenched Invariance Principles via Martingale Approximation, A regeneration proof of the central limit theorem for uniformly ergodic Markov chains, On the functional CLT for stationary Markov chains started at a point, A quenched weak invariance principle, An application of the central limit theorem to coalescence times in the structured coalescent model with strong migration, Bounds on regeneration times and limit theorems for subgeometric Markov chains, Some remarks on MCMC estimation of spectra of integral operators, Multiple pattern matching: a Markov chain approach, Some dichotomy results for functionals of Harris recurrent Markov chains, Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration, Moderate deviations for Markov chains with atom., Necessary and sufficient conditions for the conditional central limit theorem, Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging., Chung's law for additive functionals of positive recurrent Markov chains, Staircase patterns in words: subsequences, subwords, and separation number, Self-normalized Cramér-type moderate deviations for functionals of Markov chain, General Bernstein-like inequality for additive functionals of Markov chains, A new CLT for additive functionals of Markov chains, Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings, A regularity condition and a limit theorem for Harris ergodic Markov chains, Exponential concentration inequalities for additive functionals of Markov chains, Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains, Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift, On the Markov Transition Kernels for First Passage Percolation on the Ladder, The Nagaev-Guivarc’h method via the Keller-Liverani theorem, Moderate Deviations for Word Counts in Biological Sequences, Iterated function systems, Ruelle operators, and invariant projective measures