This paper aims to establish a central limit and Berry-Esseen-like theorem for Markov processes conditioned not to be absorbed. First, we prove that a central limit theorem holds true for the $Q$-process, under general criteria on its exponential ergodicity. Then, we prove that the Kolmogorov distance between the conditional distribution of the renormalized centered empirical mean for the absorbed process and the one for the $Q$-process decays as $1/\sqrt{t}$
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
AbstractA simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodi...
We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and ...
International audienceWe investigate some asymptotic properties of general Markov processes conditio...
Consider the continuous-time Markov Branching Process. In the critical case we consider a situation ...
This article presents a new proof of the rate of convergence to the normal distribution of sums of i...
7 pagesLet $H$ be a real separable Hilbert space and $(a_k)_{k\in\Z}$ a sequence of bounded linear o...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
AbstractThe desymmetrization technique which was successfully used in C(S) spaces is carried over to...
Abstract. We prove a central limit theorem for a class of additive processes that arise naturally in...
Let Xn be an irreducible aperiodic recurrent Markov chain with countable state space I and with the ...
Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for d...
In this paper we started by explaining what a Markov chain is. After this we defined some key concep...
A simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodic Markov...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
AbstractA simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodi...
We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and ...
International audienceWe investigate some asymptotic properties of general Markov processes conditio...
Consider the continuous-time Markov Branching Process. In the critical case we consider a situation ...
This article presents a new proof of the rate of convergence to the normal distribution of sums of i...
7 pagesLet $H$ be a real separable Hilbert space and $(a_k)_{k\in\Z}$ a sequence of bounded linear o...
AbstractWe consider a class of discrete parameter Markov processes on a complete separable metric sp...
AbstractThe desymmetrization technique which was successfully used in C(S) spaces is carried over to...
Abstract. We prove a central limit theorem for a class of additive processes that arise naturally in...
Let Xn be an irreducible aperiodic recurrent Markov chain with countable state space I and with the ...
Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for d...
In this paper we started by explaining what a Markov chain is. After this we defined some key concep...
A simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodic Markov...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
The aim of this minicourse is to provide a number of tools that allow one to de-termine at which spe...
AbstractA simple sufficient condition for the Central Limit Theorem for functionals of Harris ergodi...
We study the spectral measure for stationary transformations, and then apply to Ergodic theorem and ...