The Central Limit Theorem for Markov Chains with General State Space
We consider a Markov chain with general state space and an embedded Markov chain sampled at the times of successive returns to a subset A 0 of the state space.We assume that the latter chain is uniformly ergodic but the originalMarkov chain need not possess this property.We develop amodification of...
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Veröffentlicht in: | Siberian advances in mathematics 2018-10, Vol.28 (4), p.265-302 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We consider a Markov chain with general state space and an embedded Markov chain sampled at the times of successive returns to a subset
A
0
of the state space.We assume that the latter chain is uniformly ergodic but the originalMarkov chain need not possess this property.We develop amodification of the spectralmethod and utilize it in proving the central limit theorem for theMarkov chain under consideration. |
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ISSN: | 1055-1344 1934-8126 |
DOI: | 10.3103/S1055134418040028 |