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

Annales UMCS, Mathematica (2008)

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

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topAnna 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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- Meyn, S. P., Tweedie, R. L., Computable bounds for geometric convergence rates of Markov chains, Ann. Appl. Probab. 4 (1994), 981-1011. Zbl0812.60059
- 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
- 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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