| Tytuł | The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm |
| Publication Type | Journal Article |
| Rok publikacji | 2024 |
| Autorzy | Czapla D, Horbacz K, Wojewódka-Ściążko H |
| Journal | Qualitative Theory of Dynamical Systems |
| Volume | 23 |
| Issue | 7 |
| Date Published | 09/2023 |
| Słowa kluczowe | Bounded-Lipschitz distance, central limit theorem, exponential ergodicity, Markov process, Martingale method |
| Abstract | 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. |
| URL | https://doi.org/10.1007/s12346-023-00862-4 |
| DOI | 10.1007/s12346-023-00862-4 |
