The spectral method and the central limit theorem for general Markov chains

DOI10.1007/s10958-016-3023-7zbMath1379.37007OpenAlexW2514290156MaRDI QIDQ5891023

No author found.

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3023-7

zbMATH Keywords

central limit theoremspectral methoduniform ergodicity condition

Mathematics Subject Classification ID

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

Related Items

Unnamed Item, The Berry-Esseen bound for general Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif: convergence, normalité asymptotique, vitesse de convergence. (Asymptotic behaviour of maximum likelihood estimator in an autoregressive process: consistency, asymptotic distribution and expansion, rate of convergence)
• Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs. (Derivability of the greatest characteristic exponent of products of independent random matrices with positive coefficients)
• Recurrent Markov chains
• Un théorème de la limite locale pour une classe de transformations dilatantes et monotones par morceaux
• Théorèmes limites pour une classe de chaînes de Markov et applications aux difféomorphismes d'Anosov. (Limit theorems for a class of Markov chains and applications to Anosov diffeomorphisms)
• Central limit theorems for iterated random Lipschitz mappings.
• Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem
• The Berry-Esseen theorem for functionals of discrete Markov chains
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
• On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks
• More Exact Statement of Limit Theorems for Homogeneous Markov Chains
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness