Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Holzmann, Hajo, 2005. "Martingale approximations for continuous-time and discrete-time stationary Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 115(9), pages 1518-1529, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:spapps:v:127:y:2017:i:12:p:4083-4125 is not listed on IDEAS
More about this item
KeywordsCentral limit theorem; Markov process; Wasserstein metric;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:122:y:2012:i:5:p:2155-2184. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .