English

On the central limit theorem for some birth and death process

Probability 2011-07-12 v3

Abstract

Suppose that X_n, n>=0 is a stationary Markov chain and V is a certain function on a phase space of the chain, called an observanle. We say that the observable satisfies the central limit theorem (C.L.T.) if Y_n:=N^{-1/2}\sum_{n=0}^NV(X_n) converge in law to a normal random variable, as N goes to infinity. For a stationary Markov chain with the L^2 spectral gap the theorem holds for all V such that V(X_0) is centered and square integrable, see Gordin. The purpose of this article is to characterize a family of observables V for which the C.L.T. holds for a class of birth and death chains whose dynamics has no spectral gap, so that Gordin's result cannot be used and the result follows from an application of Kipnis-Varadhan theory.

Keywords

Cite

@article{arxiv.1103.0136,
  title  = {On the central limit theorem for some birth and death process},
  author = {Tymoteusz Chojecki},
  journal= {arXiv preprint arXiv:1103.0136},
  year   = {2011}
}

Comments

9 pages

R2 v1 2026-06-21T17:33:29.517Z