Tytuł | The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm |
Publication Type | Journal Article |
Rok publikacji | 2022 |
Autorzy | Czapla D, Horbacz K, Wojewódka-Ściążko H |
Journal | arxiv.2210.11963, submitted |
Słowa kluczowe | 37A30, 46E27, 60J25, FOS: Mathematics, Probability (math.PR) |
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 \hbox{example}, we verify the assumptions of our main result for a specific piecewise-deterministic Markov process, whose continuous component evolves according to semiflows, switched randomly at the jump times of a~Poisson process. |
URL | https://arxiv.org/abs/2210.11963 |
DOI | 10.48550/ARXIV.2210.11963 |