Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains

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.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

https://hal.archives-ouvertes.fr/hal-00016396
Contributor : Randal Douc <>
Submitted on : Tuesday, January 3, 2006 - 10:20:33 AM
Last modification on : Wednesday, September 23, 2020 - 4:30:23 AM
Long-term archiving on: : Saturday, April 3, 2010 - 7:03:31 PM

Identifiers

Citation

Randal Douc, Arnaud Guillin, Éric Moulines. Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains. 2006. ⟨hal-00016396⟩

Share

Metrics

Record views

599

Files downloads

410