Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains

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dc.creatorDouc, Randal
dc.creatorGuillin, Arnaud
dc.creatorMoulines, Eric
dc.date2006-01-03
dc.date.accessioned2026-07-07T06:58:28Z
dc.date.available2026-07-07T06:58:28Z
dc.descriptionThis paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster-Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof.
dc.identifierhttps://arxiv.org/abs/math/0601036
dc.identifierhttp://arxiv.org/abs/math/0601036
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/107369
dc.subjectProbability
dc.subject60J10
dc.titleBounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
dc.typetext

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