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Central limit theorems for contractive Markov chains

Andreas Nordvall Lagerås and Örjan Stenflo

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Recommended by C P Dettmann

We prove limit theorems for Markov chains under (local) contraction conditions. As a corollary we obtain a central limit theorem for Markov chains associated with iterated function systems with contractive maps and place-dependent Dini-continuous probabilities.


PACS

02.50.Ga Markov processes

02.50.Ng Distribution theory and Monte Carlo studies

05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion

02.50.Cw Probability theory

MSC

60J05 Markov processes with discrete parameter

60F05 Central limit and other weak theorems

60B10 Convergence of probability measures

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 5 (September 2005)

Received 9 February 2005, in final form 3 May 2005

Published 6 June 2005



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