Ergodicity and central limit theorems for a class of Markov processes
We consider a class of discrete parameter Markov processes on a complete separable metric space S arising from successive compositions of i.i.d. random maps on S into itself, the compositions becoming contractions eventually. A sufficient condition for ergodicity is found, extending a result of Dubins and Freedman [8] for compact S. By identifying a broad subset of the range of the generator, a functional central limit theorem is proved for arbitrary Lipschitzian functions on S, without requiring any mixing type condition or irreducibility.
Year of publication: |
1988
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Authors: | Bhattacharya, Rabi N. ; Lee, Oesook |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 80-90
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Publisher: |
Elsevier |
Keywords: | contractions invariant distribution functional central limit theorem |
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