The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm
| Autorzy | Czapla D.; Horbacz K.; Wojewódka-Ściążko H. |
|---|---|
| Tytuł | The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm |
| Czasopismo | Qualitative Theory of Dynamical Systems |
| Rok | 2024 |
| Status | Published |
| Tom | 23 |
| Numer | 7 |
| DOI | 10.1007/s12346-023-00862-4 |
| URL | https://doi.org/10.1007/s12346-023-00862-4 |
| Abstrakt | <p>In this paper, we establish a version of the central limit theorem for Markov–Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the Foster–Lyapunov condition. As an example, we verify the assumptions of our main result for a specific piecewise-deterministic Markov process, whose deterministic component evolves according to continuous semiflows, switched randomly at the jump times of a Poisson process.</p> |