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Peer-reviewedCC BY 4.0Stochastic Processes and their Applications

Global central limit theorems for Markov chains

  • Christophe Cuny
  • Michael Lin
Open at sourcePDFDOICite

Abstract

Let P be a Markov operator on a general state space (S,Σ) with invariant probability m, assumed ergodic. We study conditions which yield that for every centered 0≠f∈L2(m) a non-degenerate annealed CLT and an L2-normalized CLT hold.

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Cite

BibTeXRIS
BibTeX
@article{cuny2026global,
  title = {{Global central limit theorems for Markov chains}},
  author = {Christophe Cuny and Michael Lin},
  journal = {Stochastic Processes and their Applications},
  year = {2026},
  month = oct,
  doi = {10.1016/j.spa.2025.104709},
  url = {https://univ-brest.hal.science/hal-05774808v1},
  note = {CC BY 4.0},
}
RIS
TY  - JOUR
TI  - Global central limit theorems for Markov chains
AU  - Christophe Cuny
AU  - Michael Lin
PY  - 2026
DA  - 2026/10/02
JO  - Stochastic Processes and their Applications
DO  - 10.1016/j.spa.2025.104709
UR  - https://univ-brest.hal.science/hal-05774808v1
AB  - Let P be a Markov operator on a general state space (S,Σ) with invariant probability m, assumed ergodic. We study conditions which yield that for every centered 0≠f∈L2(m) a non-degenerate annealed CLT and an L2-normalized CLT hold.
SN  - 0304-4149
SN  - 1879-209X
ER  -