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Izvestiya: Mathematics, 2017, Volume 81, Issue 6, Pages 1168–1211
DOI: https://doi.org/10.1070/IM8537
(Mi im8537)
 

The spectral method and the central limit theorem for general Markov chains

S. V. Nagaev

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
References:
Abstract: We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya–Ney and Nummelin. Our proof of the CLT is purely analytical.
Keywords: transition function, space of complex measures, spectral method, resolvent, kernel of an operator.
Received: 02.03.2016
Revised: 17.08.2016
Bibliographic databases:
Document Type: Article
UDC: 519.21+517.98
MSC: 60J10, 47A35
Language: English
Original paper language: Russian
Citation: S. V. Nagaev, “The spectral method and the central limit theorem for general Markov chains”, Izv. Math., 81:6 (2017), 1168–1211
Citation in format AMSBIB
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\by S.~V.~Nagaev
\paper The spectral method and the central limit theorem for general Markov chains
\jour Izv. Math.
\yr 2017
\vol 81
\issue 6
\pages 1168--1211
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