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Pré-Publication, Document De Travail Année : 2006

Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains

Résumé

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.
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Dates et versions

hal-00016396 , version 1 (03-01-2006)

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Randal Douc, Arnaud Guillin, Éric Moulines. Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains. 2006. ⟨hal-00016396⟩
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