A regeneration proof of the central limit theorem for uniformly ergodic Markov chains

DOI10.1214/ECP.v13-1354zbMath1194.60046MaRDI QIDQ5902245

Krzysztof Łatuszyński, Rafał Latała, Witold Bednorz

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/231334

zbMATH Keywords

Markov chains; ergodicity; central limit theorems; uniform ergodicity; regeneration; harris recurrence

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

Related Items

Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques, Rigorous confidence bounds for MCMC under a geometric drift condition, Comment: ``Gibbs sampling, exponential families, and orthogonal polynomials, Which ergodic averages have finite asymptotic variance?, Regularity of the speed of biased random walk in a one-dimensional percolation model, CLTs and asymptotic variance of time-sampled Markov chains, General Bernstein-like inequality for additive functionals of Markov chains, A renewal approach to Markovian \(U\)-statistics, Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings, Nonasymptotic bounds on the estimation error of MCMC algorithms, Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains, Postmodel selection estimators of variance function for nonlinear autoregression