The Spectral Method and the Central Limit Theorem for General Markov Chains*
- 作者: Nagaev S.1
-
隶属关系:
- Sobolev Institute of Mathematics SB RAN
- 期: 卷 218, 编号 2 (2016)
- 页面: 216-230
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238200
- DOI: https://doi.org/10.1007/s10958-016-3023-7
- ID: 238200
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详细
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.
作者简介
S. Nagaev
Sobolev Institute of Mathematics SB RAN
编辑信件的主要联系方式.
Email: nagaev@math.nsc.ru
俄罗斯联邦, Novosibirsk