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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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