A central limit theorem for continuous-time Markov processes conditioned not to be absorbed
Probability
2023-03-31 v3
Abstract
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been established for ergodic Markov processes. The conditional central limit theorem is then obtained by applying the central limit theorem to the -process.
Keywords
Cite
@article{arxiv.2203.03231,
title = {A central limit theorem for continuous-time Markov processes conditioned not to be absorbed},
author = {William Oçafrain},
journal= {arXiv preprint arXiv:2203.03231},
year = {2023}
}