The Central Limit Theorem for Markov Chains with General State Space

被引：0
作者：
Nagaev S.V. [1 ]
机构：
[1] Sobolev Institute of Mathematics, Novosibirsk
来源：
Siberian Advances in Mathematics | 2018年 / 28卷 / 4期
关键词：
central limit theorem; kernel of an operator; Markov chain; resolvent; space of complex-valued measures; spectral method; transition function;
D O I：
10.3103/S1055134418040028
中图分类号：
学科分类号：
摘要：
We consider a Markov chain with general state space and an embedded Markov chain sampled at the times of successive returns to a subsetA0 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. © 2018, Allerton Press, Inc.
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页码：265 / 302
页数：37
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