论文标题

Markov过程中的中心限制定理,这些过程在界面上是指数性的。

The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm

论文作者

Czapla, Dawid, Horbacz, Katarzyna, Wojewódka-Ściążko, Hanna

论文摘要

在本文中,我们建立了马尔可夫 - 特利勒连续时间过程(具有波兰状态空间)的中央限制定理的版本,它们在有限的lipschitz距离上成倍地呈现,并享受Foster-Lyapunov条件的连续形式。例如,我们验证特定分段确定的马尔可夫进程的主要结果的假设,其确定性分量根据连续的半速度演变而成,并在泊松过程的跳转时间随机切换。

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the Foster-Lyapunov condition. As an example, we verify the assumptions of our main result for a specific piecewise-deterministic Markov process, whose deterministic component evolves according to continuous semiflows, switched randomly at the jump times of a Poisson process.

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