Bounds on regeneration times and limit theorems for subgeometric Markov chains
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Publication:731664
Abstract: This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster-Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof.
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Cited in
(13)- Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
- General Bernstein-like inequality for additive functionals of Markov chains
- Some remarks on MCMC estimation of spectra of integral operators
- Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains
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- Geometric ergodicity of the bouncy particle sampler
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