Limit theorems for some functionals with heavy tails of a discrete time Markov chain

DOI10.1051/ps/2013043zbMath1328.60093OpenAlexW2053366112MaRDI QIDQ5174365

Patrick Cattiaux, Mawaki Manou-Abi

Publication date: 17 February 2015

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.esaim-ps.org/10.1051/ps/2013043/pdf

zbMATH Keywords

functional limit theoremsMarkov chainsadditive functionalsstable distributionslog-Sobolev inequality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (5)

Long time behavior of Markov processes ⋮ Convergence of partial sum processes to stable processes with application for aggregation of branching processes ⋮ Stable limits for Markov chains via the principle of conditioning ⋮ On the local limit theorems for lower psi-mixing Markov chains ⋮ Error bounds of MCMC for functions with unbounded stationary variance

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