Global central limit theorems for Markov chains

IF 1.2 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2025-06-07 DOI:10.1016/j.spa.2025.104709

Christophe Cuny , Michael Lin

引用次数: 0

Abstract

Let

P

be a Markov operator on a general state space

(S, Σ)

with invariant probability

m

, assumed ergodic. We study conditions which yield that for every centered

0 \neq f \in L_{2} (m)

a non-degenerate annealed CLT and an

L_{2}

-normalized CLT hold.

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马尔可夫链的全局中心极限定理

设P为广义状态空间（S，Σ）上的马尔可夫算子，其概率为不变m，假设遍历。我们研究了对于每一个中心0≠f∈L2(m)，一个非简并退火CLT和一个L2归一化CLT保持的条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.