Rate of convergence in the central limit theorem for strongly ergodic Markov chains

DOI10.1214/07-AIHP101zbMath1178.60051arXiv0805.3418MaRDI QIDQ731666

Loïc Hervé

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.3418

zbMATH Keywords

Markov chains; spectral method; rate of convergence in central limit theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

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

37A30: Ergodic theorems, spectral theory, Markov operators

37A50: Dynamical systems and their relations with probability theory and stochastic processes

Related Items

A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains, Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap, Stable laws and products of positive random matrices, The Nagaev-Guivarc’h method via the Keller-Liverani theorem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• On mean central limit theorems for stationary sequences
• 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)
• On the Markov chain central limit theorem
• 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)
• Local theorem for Markov chains with quasicompact transition probability. Applications to \(V\)-geometrically ergodic chains and iterative models
• Convergence of moments in a Markov-chain central limit theorem
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• Un TCL avec vitesse pour la marche aléatoire gauche sur le groupe affine de \(R^{d}\). (A CLT with rate of convergence for the left random walk on the affine group on \(R^{d}\))
• Central limit theorems for iterated random Lipschitz mappings.
• Quasi-compactness and absolutely continuous kernels
• Théorie ergodique pour des classes d'opérations non completement continues
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• A Central Limit Theorem for Contractive Stochastic Dynamical Systems
• Convergence of iterates of a transfer operator, application to dynamical systems and to Markov chains
• Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
• More Exact Statement of Limit Theorems for Homogeneous Markov Chains