Central Limit Theorem for some non-stationary Markov chains

DOI10.4064/SM170325-8-9MaRDI QIDQ4615040zbMATH OpenOpenAlexWikidataFDO

Authors Jacek Gulgowski, Tomasz Szarek, Sander Hille, Maria Aleksandra Ziemlańska

Publication date 1 February 2019

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/sm170325-8-9

zbMATH Keywords

central limit theoremMarkov chainsinvariant measuresMarkov operators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Ergodicity, mixing, rates of mixing (37A25) Discrete-time Markov processes on general state spaces (60J05) Ergodic theorems, spectral theory, Markov operators (37A30)

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Cites work

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• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• Law of large numbers and central limit theorem for randomly forced PDE's
• Quenched invariance principles via martingale approximation

Cited in

(26)

• Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures
• Ergodicity and central limit theorem for random interval homeomorphisms
• A useful version of the central limit theorem for a general class of Markov chains
• On the central limit theorem for some birth and death processes
• The spectral method and the central limit theorem for general Markov chains
• A central limit theorem for adaptive and interacting Markov chains
• Central limit theorem for triangular arrays of non-homogeneous Markov chains
• A central limit theorem for nonhomogeneous Markov chains
• Self-similar behavior of a nonlocal diffusion equation with time delay
• A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
• Central limit theorems for contractive Markov chains
• The spectral method and the central limit theorem for general Markov chains
• scientific article; zbMATH DE number 2166044 (Why is no real title available?)
• The central limit theorem for Markov chains with general state space
• The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm
• The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups
• Nonstandard central limit theorems for Markov chains
• Central limit theorem for nonhomogeneous processes with independent increments with semi-Markov switchings
• Central limit theorem and moderate deviation for nonhomogenenous Markov chains
• scientific article; zbMATH DE number 4024403 (Why is no real title available?)
• scientific article; zbMATH DE number 1042634 (Why is no real title available?)
• THE CENTRAL LIMIT THEOREM FOR STATIONARY MARKOV CHAINS UNDER INVARIANT SPLITTINGS
• Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
• On the Markov chain central limit theorem
• Limits theorems for random walks on homeo\(( \mathrm{S}^1)\)

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