Isomorphism theorems for Markov chains

Renewal Theorems for Markov Chains

Ratio Limit Theorems for Markov Chains

Introduction. We consider Markov chains with stationary transition probabilities and state space S = 0, 1, 2, •• -, in both discrete and continuous time. As in [l ] the transition probabilities are denoted by pi}1 (indiscrete time) and pa(t) (in continuous time). We assume that the chains considered are irreducible and recurrent, and in addition that discrete time chains are aperiodic and that ...

Comparison Theorems for Reversible Markov Chains

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Limit Theorems for subgeometric Markov chains

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...

Central Limit Theorems for Conditional Markov Chains

This paper studies Central Limit Theorems for real-valued functionals of Conditional Markov Chains. Using a classical result by Dobrushin (1956) for non-stationary Markov chains, a conditional Central Limit Theorem for fixed sequences of observations is established. The asymptotic variance can be estimated by resampling the latent states conditional on the observations. If the conditional means...