The Spectral Method and the Central Limit Theorem for General Markov Chains

The Spectral Method and the Central Limit Theorem for General Markov Chains

Markov chains with an arbitrary phase space are considered, which, in general, do not satisfy the uniform ergodicity condition. A modification of the spectral method is devised that allows one to obtain limit theorems for such chains. The proof of the central limit theorem is given, the Athreya– Ney...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2016-10, Vol.218 (2), p.216-230
1. Verfasser: Nagaev, S. V.
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Central limit theorem
Markov chains
Markov processes
Mathematics
Mathematics and Statistics
Methods
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Markov chains with an arbitrary phase space are considered, which, in general, do not satisfy the uniform ergodicity condition. A modification of the spectral method is devised that allows one to obtain limit theorems for such chains. The proof of the central limit theorem is given, the Athreya– Ney–Nummelin condition not being satisfied.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-016-3023-7