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

DOI10.1080/17442500500190060zbMATH Open1080.60017OpenAlexW2056269336MaRDI QIDQ5704641FDOQ5704641

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

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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)

Cites Work

• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Harmonic analysis of probability measures on hypergroups
• Spaces with an abstract convolution of measures
• Fractional Poisson equations and ergodic theorems for fractional coboundaries
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• Title not available (Why is that?)
• Martingale approximations for continuous-time and discrete-time stationary Markov processes
• Invariant Markov processes on compact groups and correlation functions
• A multidimensional central limit theorem for random walks on hypergroups
• A Functional Limit Theorem for Stationary Processes: A Martingale Approach

Cited In (5)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Central limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomials
• The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm
• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups

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