Limit theorems for Markov chains by the symmetrization method

DOI10.1016/J.JMAA.2015.07.061zbMATH Open1334.60035OpenAlexW1053002866MaRDI QIDQ890488FDOQ890488

Authors Christophe Cuny, Michael Lin 

Publication date 10 November 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2015.07.061

zbMATH Keywords

Markov chainsalmost sure central limit theoremnumerical rangesector conditionforward-backward martingale decompositionStolz regionPoincaré inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(9)

• A new CLT for additive functionals of Markov chains
• On the Ritt property and weak type maximal inequalities for convolution powers on \(\ell ^1(\mathbb {Z})\)
• Some conditional limiting theorems for symmetric Markov processes with tightness property
• On Nörlund summation and ergodic theory, with applications to power series of Hilbert contractions
• On the CLT for additive functionals of Markov chains
• On the quenched CLT for stationary Markov chains
• Upper bounds for symmetric Markov transition functions
• On the CLT for stationary Markov chains with trivial tail sigma field
• Ritt operators and convergence in the method of alternating projections

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