Displaying similar documents to “Unpredictability of the occurrence time of a long laminar period in a model of temporal intermittency”

Bounds on regeneration times and limit theorems for subgeometric Markov chains

Randal Douc, Arnaud Guillin, Eric Moulines (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed...