Uniform CLT for Markov chains with a countable state space

DOI10.1016/0304-4149(90)90017-MMaRDI QIDQ5899792zbMATH OpenFDO

Authors Shlomo Levental

Publication date 1990

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

irreducible Markov chainunique invariant probability measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Uniform CLT for Markov chains with a countable state space
• Uniform CLT for Markov chains and its invariance principle: A martingale approach
• The CLT for Markov chains with a countable state space embedded in the space \(l_p\).
• On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains

Cites work

• scientific article; zbMATH DE number 3883309 (Why is no real title available?)
• scientific article; zbMATH DE number 3885030 (Why is no real title available?)
• scientific article; zbMATH DE number 3151099 (Why is no real title available?)
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3791343 (Why is no real title available?)
• Convergence of stochastic processes
• Uniform limit theorems for Harris recurrent Markov chains

Cited in

(5)

• Empirical law of the iterated logarithm for Markov chains with a countable state space.
• Uniformization for λ-positive markov chains
• Uniform CLT for Markov chains with a countable state space
• Moderate deviations for Markov chains with atom.
• The CLT for Markov chains with a countable state space embedded in the space \(l_p\).

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