The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups

DOI10.1080/17442500500190060MaRDI QIDQ5704641zbMATH OpenOpenAlexFDO

Authors Hajo Holzmann

Publication date 15 November 2005

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500500190060

zbMATH Keywords

central limit theorem for functionalsrandom walks on compact hypergroups

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Harmonic analysis on hypergroups (43A62) Harmonic analysis on general compact groups (43A77)

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Cites work

• scientific article; zbMATH DE number 709355 (Why is no real title available?)
• A Functional Limit Theorem for Stationary Processes: A Martingale Approach
• A multidimensional central limit theorem for random walks on hypergroups
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Fractional Poisson equations and ergodic theorems for fractional coboundaries
• Harmonic analysis of probability measures on hypergroups
• Invariant Markov processes on compact groups and correlation functions
• Martingale approximations for continuous-time and discrete-time stationary Markov processes
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Spaces with an abstract convolution of measures

Cited in

(5)

• scientific article; zbMATH DE number 923783 (Why is no real title available?)
• Central limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomials
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• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups
• The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm

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