Limit theorems for Markov chains by the symmetrization method

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

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

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zbMATH Keywords

Markov chainsalmost sure central limit theorem[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD+inequality&go=Go Poincar�� inequality]numerical rangesector conditionforward-backward martingale decompositionStolz region

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)

Cites Work

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Cited In (9)

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

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