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Matematicheskie Trudy, 2018, Volume 21, Number 1, Pages 73–124
DOI: https://doi.org/10.17377/mattrudy.2018.21.105
(Mi mt333)
 

The central limit theorem for Markov chains with general state space

S. V. Nagaev

Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia
References:
Abstract: 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 original Markov chain need not possess this property. We develop a modification of the spectral method and utilize it in proving the central limit theorem for the Markov chain under consideration.
Key words: central limit theorem, Markov chain, transition function, space of complex-valued measures, spectral method, resolvent, kernel of an operator.
Received: 31.07.2017
English version:
Siberian Advances in Mathematics, 2018, Volume 28, Issue 4, Pages 265–302
DOI: https://doi.org/10.3103/S1055134418040028
Bibliographic databases:
Document Type: Article
UDC: 519.21+517.98
Language: Russian
Citation: S. V. Nagaev, “The central limit theorem for Markov chains with general state space”, Mat. Tr., 21:1 (2018), 73–124; Siberian Adv. Math., 28:4 (2018), 265–302
Citation in format AMSBIB
\Bibitem{Nag18}
\by S.~V.~Nagaev
\paper The central limit theorem for Markov chains with general state space
\jour Mat. Tr.
\yr 2018
\vol 21
\issue 1
\pages 73--124
\mathnet{http://mi.mathnet.ru/mt333}
\crossref{https://doi.org/10.17377/mattrudy.2018.21.105}
\elib{https://elibrary.ru/item.asp?id=34878267}
\transl
\jour Siberian Adv. Math.
\yr 2018
\vol 28
\issue 4
\pages 265--302
\crossref{https://doi.org/10.3103/S1055134418040028}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85057458479}
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    Математические труды Siberian Advances in Mathematics
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