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.
| Original language | English |
|---|---|
| Pages (from-to) | 239-257 |
| Number of pages | 19 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 44 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Jan 2008 |
Keywords
- Markov chains
- Rates of convergence
- Stochastic monotonicity
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