Email this article The Spectral Method and the Central Limit Theorem for General Markov Chains*
- Authors: Nagaev S.V.1
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Affiliations:
- Sobolev Institute of Mathematics SB RAN
- Issue: Vol 218, No 2 (2016)
- Pages: 216-230
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238200
- DOI: https://doi.org/10.1007/s10958-016-3023-7
- ID: 238200
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Abstract
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.
About the authors
S. V. Nagaev
Sobolev Institute of Mathematics SB RAN
Author for correspondence.
Email: nagaev@math.nsc.ru
Russian Federation, Novosibirsk
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