ArticleOriginal scientific text
Title
On the central limit theorem for some birth and death processes
Authors
Abstract
Suppose that is a stationary Markov chain and is a certain function on a phase space of the chain, called an observable. We say that the observable satisfies the central limit theorem (CLT) if converge in law to a normal random variable, as . For a stationary Markov chain with the spectral gap the theorem holds for all such that is centered and square integrable, see Gordin [7]. The purpose of this article is to characterize a family of observables for which the CLT holds for a class of birth and death chains whose dynamics has no spectral gap, so that Gordin’s result cannot be used and the result follows from an application of Kipnis-Varadhan theory.
Keywords
Central limit theorem, Markov chain, Lamperti’s problem, birth and death processes, Kipnis-Varadhan theory, spectral gap
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