拟对称Markov链泛函型中心极限定理(英文)

FUNCTIONAL CENTRAL LIMIT THEOREM FOR QUASI-SYMMETRIC MARKOV CHAINS

本文研究了一般的马尔可夫链特别是拟对称马尔可夫链.利用Lyons Meyer Zheng对称马尔可夫过程的鞅分解,建立了泛函型中心极限定理.推广到了一般平稳遍历马尔可夫过程。

We establish the Functional Central Limit Theorem (FCLT) for general Markov chains especially in the quasi-symmetric case.The main tool used here is the martingale decomposition which is firstly deduced by Lyons-Meyer-Zheng for symmetric Markov processes and then developed by Liming Wu for general stationary ergodic Markov processes.