Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric

Anna Walczuk

Annales UMCS, Mathematica (2008)

  • Volume: 62, Issue: 1, page 149-159
  • ISSN: 2083-7402

Abstract

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We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.

How to cite

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Anna Walczuk. "Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric." Annales UMCS, Mathematica 62.1 (2008): 149-159. <http://eudml.org/doc/267569>.

@article{AnnaWalczuk2008,
abstract = {We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.},
author = {Anna Walczuk},
journal = {Annales UMCS, Mathematica},
keywords = {Markov process; invariant measure; central limit theorem; control limit theorem},
language = {eng},
number = {1},
pages = {149-159},
title = {Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric},
url = {http://eudml.org/doc/267569},
volume = {62},
year = {2008},
}

TY - JOUR
AU - Anna Walczuk
TI - Central limit theorem for an additive functional of a Markov process, stable in the Wesserstein metric
JO - Annales UMCS, Mathematica
PY - 2008
VL - 62
IS - 1
SP - 149
EP - 159
AB - We study the question of the law of large numbers and central limit theorem for an additive functional of a Markov processes taking values in a Polish space that has Feller property under the assumption that the process is asymptotically contractive in the Wasserstein metric.
LA - eng
KW - Markov process; invariant measure; central limit theorem; control limit theorem
UR - http://eudml.org/doc/267569
ER -

References

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  6. Kipnis, C., Varadhan, S. R. S., Central limit theorem for additive functionals of reversible Markov process and applications to simple exclusions, Comm. Math. Phys. 104 (1986), 1-19. Zbl0588.60058
  7. Meyn, S. P., Tweedie, R. L., Computable bounds for geometric convergence rates of Markov chains, Ann. Appl. Probab. 4 (1994), 981-1011. Zbl0812.60059
  8. Sethuraman, S., Varadhan, S. R. S. and Yau, H. T., Diffusive limit of a tagged particle in asymmetric exclusion process, Comm. Pure Appl. Math. 53 (2000), 972-1006. Zbl1029.60084
  9. Wu, L., Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes, Ann. Inst. H. Poincaré Probab. Statist. 35 (1999), 121-141. Zbl0936.60037

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