Limit theorems for Markov chains by the symmetrization method
From MaRDI portal
Publication:890488
DOI10.1016/j.jmaa.2015.07.061zbMath1334.60035MaRDI QIDQ890488
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
Markov chains; numerical range; Poincaré inequality; almost sure central limit theorem; forward-backward martingale decomposition; sector condition; Stolz region
60G42: Martingales with discrete parameter
60F05: Central limit and other weak theorems
60J05: Discrete-time Markov processes on general state spaces
60F15: Strong limit theorems
Related Items
On Nörlund summation and ergodic theory, with applications to power series of Hilbert contractions, On the quenched CLT for stationary Markov chains, Ritt operators and convergence in the method of alternating projections, On the CLT for additive functionals of Markov chains, A new CLT for additive functionals of Markov chains, On the CLT for stationary Markov chains with trivial tail sigma field, On the Ritt property and weak type maximal inequalities for convolution powers on $\ell ^1(\mathbb {Z})$
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Almost everywhere convergence of powers of some positive \(L_p\) contractions
- Almost sure invariance principles via martingale approximation
- Pointwise ergodic theorems with rate and application to the CLT for Markov chains
- Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
- Mean-bounded operators and mean ergodic theorems
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Mixing properties of Markov operators and ergodic transformations, and ergodicity of Cartesian products
- Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
- An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
- Weak mixing of random walks on groups
- Functional law of iterated logarithm for additive functionals of reversible Markov processes
- Hilbertian invariance principle for empirical process associated with a Markov process
- Exponential \(L_ 2\) convergence of attractive reversible nearest particle systems
- Central limit theorems for additive functionals of Markov chains.
- Martingale approximation and optimality of some conditions for the central limit theorem
- Invariance principles under the Maxwell-Woodroofe condition in Banach spaces
- Some optimal pointwise ergodic theorems with rate
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
- Strong invariance principles with rate for ``reverse martingale differences and applications
- On the optimality of McLeish's conditions for the central limit theorem
- On almost-sure versions of classical limit theorems for dynamical systems
- The numerical range of a normal operator
- Law of the iterated logarithm for stationary processes
- The law of the iterated logarithm for additive functionals of Markov chains
- Unitary dilations for commuting contractions
- Central limit theorems for additive functionals of ergodic Markov diffusions processes
- A quenched invariance principle for stationary processes
- Subordinated discrete semigroups of operators
- VARIANCE BOUNDING MARKOV CHAINS, L2-UNIFORM MEAN ERGODICITY AND THE CLT
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES
- On the Iteration of Transformations in Noncompact Minimal Dynamical Systems
- Subadditive mean ergodic theorems
- The uniform zero-two law for positive operators in Banach lattices
- A resolvent condition implying power boundedness
- Analysis and Geometry of Markov Diffusion Operators
- Fluctuations in Markov Processes
- A Class of Contractions in Hilbert Space and Applications
- A Commutativity Theorem for Normal Operators
- The central limit theorem for Markov chains with normal transition operators, started at a point
- Fractional Poisson equations and ergodic theorems for fractional coboundaries