Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
Probability
2007-05-23 v1
Abstract
This 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.
Cite
@article{arxiv.math/0601036,
title = {Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains},
author = {Randal Douc and Arnaud Guillin and Eric Moulines},
journal= {arXiv preprint arXiv:math/0601036},
year = {2007}
}