The central limit theorem for Markov chains with normal transition operators, started at a point

被引:46
作者
Derriennic, Y
Lin, M
机构
[1] Univ Bretagne Occidentale, Dept Math, F-29285 Brest, France
[2] Ben Gurion Univ Negev, Dept Math, IL-84105 Beer Sheva, Israel
关键词
D O I
10.1007/PL00008769
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The central limit theorem and the invariance principle, proved by Kipnis and Varadhan for reversible stationary ergodic Markov chains with respect to the stationary law, are established with respect to the law of the chain started at a fixed point, almost surely, under a slight reinforcing of their spectral assumption. The result is valid also for stationary ergodic chains whose transition operator is normal.
引用
收藏
页码:508 / 528
页数:21
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