The central limit theorem for Markov chains

DOI10.1214/AOP/1176994361MaRDI QIDQ1161199zbMATH OpenOpenAlexFDO

Authors Thomas G. Kurtz

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994361

zbMATH Keywords

central limit theorempolymersSkorohod topology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(9)

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• A Liapounov bound for solutions of the Poisson equation
• Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
• A Spurious Brownian Motion
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• Incorporating environmental stochasticity within a biological population model
• Deep learning for Markov chains: Lyapunov functions, Poisson's equation, and stationary distributions
• Mesoscopic and macroscopic entropy balance equations in a stochastic dynamics and its deterministic limit
• Convergence rate for order 1 Markov random walks

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