Ergodicity and Central Limit Theorems for Markov Processes
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-30190-7_6
Reference17 articles.
1. K. B. Athreya and P. Ney. A new approach to the limit theory of recurrent Markov chains. Trans. Amer. Math. Soc., 245: 493–501, 1978. ISSN 0002-9947. doi: 10.2307/1998882. URL http://dx.doi.org/10.2307/1998882 .
2. Gopal K. Basak and Rabi N. Bhattacharya. Stability in distribution for a class of singular diffusions. Ann. Probab., 20(1):312–321, 1992. ISSN 0091-1798. URL http://links.jstor.org/sici?sici=0091-1798(199201)20:1<312:SIDFAC>2.0.CO;2-L&origin=MSN .
3. R. N. Bhattacharya. Criteria for recurrence and existence of invariant measures for multidimensional diffusions. Ann. Probab., 6(4):541–553, 1978. ISSN 0091-1798.
4. R. N. Bhattacharya. On the functional central limit theorem and the law of the iterated logarithm for Markov processes. Z. Wahrsch. verw. Gebiete, 60(2):185–201, 1982. ISSN 0044-3719. doi: 10.1007/BF00531822. URL http://dx.doi.org/10.1007/BF00531822 .
5. Rabi Bhattacharya. A central limit theorem for diffusions with periodic coefficients. Ann. Probab., 13(2):385–396, 1985. ISSN 0091-1798. URL http://links.jstor.org/sici?sici=0091-1798(198505)13:2<385:ACLTFD>2.0.CO;2-S&origin=MSN .
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