Spectral Theory and Limit Theorems for Geometrically Ergodic Markov Processes

Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the following conclusions are obtained: Spectral theory. Well-behaved s...

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Veröffentlicht in:The Annals of applied probability 2003, Vol.13 (1), p.304-362
Hauptverfasser: Kontoyiannis, I., Meyn, S. P.
Format: Artikel
Sprache:eng
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