A regularity condition and a limit theorem for Harris ergodic Markov chains

Let (Xn)n≥0 be a Harris ergodic Markov chain and f be a real function on its state space. Consider the block sums ζ(i) for f ,i≥1, between consecutive visits to the atom given by the splitting technique of Nummelin. A regularity condition on the invariant probability measure π and a drift property a...

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Guardado en:
Detalles Bibliográficos
Autor principal: Samur, Jorge Donato
Formato: Articulo
Lenguaje:Inglés
Publicado: 2004
Materias:
Ciencias Exactas
Almost sure invariance principle
Drift condition
Ergodicity of degree 2
f-regularity
Functional central limit theorem
Strong mixing
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/83391
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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