Enviar artigo por via de e-mail The Spectral Method and the Central Limit Theorem for General Markov Chains*
- Autores: Nagaev S.V.1
-
Afiliações:
- Sobolev Institute of Mathematics SB RAN
- Edição: Volume 218, Nº 2 (2016)
- Páginas: 216-230
- Seção: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238200
- DOI: https://doi.org/10.1007/s10958-016-3023-7
- ID: 238200
Citar
Acesso aberto
Acesso está concedido
Somente assinantes
Resumo
Markov chains with an arbitrary phase space are considered, which, in general, do not satisfy the uniform ergodicity condition. A modification of the spectral method is devised that allows one to obtain limit theorems for such chains. The proof of the central limit theorem is given, the Athreya– Ney–Nummelin condition not being satisfied.
Sobre autores
S. Nagaev
Sobolev Institute of Mathematics SB RAN
Autor responsável pela correspondência
Email: nagaev@math.nsc.ru
Rússia, Novosibirsk
Arquivos suplementares
