On the central limit theorem for some birth and death processes
Tymoteusz Chojecki
Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica, Tome 65 (2011), / Harvested from The Polish Digital Mathematics Library

Suppose that {Xn:n0} is a stationary Markov chain and V is a certain function on a phase space of the chain, called an observable. We say that the observable satisfies the central limit theorem (CLT) if Yn:=N-1/2n=0NV(Xn) converge in law to a normal random variable, as N+. For a stationary Markov chain with the L2 spectral gap the theorem holds for all V such that V(X0) is centered and square integrable, see Gordin [7]. The purpose of this article is to characterize a family of observables V for which the CLT holds for a class of birth and death chains whose dynamics has no spectral gap, so that Gordin’s result cannot be used and the result follows from an application of Kipnis-Varadhan theory.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:289828
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Tymoteusz Chojecki. On the central limit theorem for some birth and death processes. Annales Universitatis Mariae Curie-Skłodowska, sectio A – Mathematica, Tome 65 (2011) . http://gdmltest.u-ga.fr/item/bwmeta1.element.ojs-doi-10_17951_a_2011_65_1_21-31/

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