Summary
We study uniform limit theorems for regenerative processes and get strong law of large numbers and central limit theorem of this type. Then we apply those results to Harris recurrent Markov chains based on some ideas of K. Athreya, P. Ney and E. Nummelin.
References
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Levental, S. Uniform limit theorems for Harris recurrent Markov chains. Probab. Th. Rel. Fields 80, 101–118 (1988). https://doi.org/10.1007/BF00348754
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DOI: https://doi.org/10.1007/BF00348754
Keywords
- Markov Chain
- Stochastic Process
- Probability Theory
- Limit Theorem
- Statistical Theory