The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm

Autor:	Czapla, Dawid, Horbacz, Katarzyna, Wojewódka-Ściążko, Hanna
Rok vydání:	2022
Předmět:	Mathematics - Probability 60J25 37A30 46E27
Zdroj:	Qualitative Theory of Dynamical Systems 23:7 (2024)
Druh dokumentu:	Working Paper
DOI:	10.1007/s12346-023-00862-4
Popis:	In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the Foster-Lyapunov condition. As an example, we verify the assumptions of our main result for a specific piecewise-deterministic Markov process, whose deterministic component evolves according to continuous semiflows, switched randomly at the jump times of a Poisson process. Comment: 41 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2210.11963 Zobrazit plný text záznamu View this record from Arxiv