Geodesic
The central limit theorem for Markov chains with general state space
Matematičeskie trudy, Tome 21 (2018) no. 1, pp. 73-124

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider a Markov chain with general state space and an embedded Markov chain sampled at the times of successive returns to a subset $A_0$ of the state space. We assume that the latter chain is uniformly ergodic but the original Markov chain need not possess this property. We develop a modification of the spectral method and utilize it in proving the central limit theorem for the Markov chain under consideration. 
@article{MT_2018_21_1_a4,
     author = {S. V. Nagaev},
     title = {The central limit theorem for {Markov} chains with general state space},
     journal = {Matemati\v{c}eskie trudy},
     pages = {73--124},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MT_2018_21_1_a4/}
}
TY  - JOUR
AU  - S. V. Nagaev
TI  - The central limit theorem for Markov chains with general state space
JO  - Matematičeskie trudy
PY  - 2018
SP  - 73
EP  - 124
VL  - 21
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MT_2018_21_1_a4/
LA  - ru
ID  - MT_2018_21_1_a4
ER  - 
%0 Journal Article
%A S. V. Nagaev
%T The central limit theorem for Markov chains with general state space
%J Matematičeskie trudy
%D 2018
%P 73-124
%V 21
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MT_2018_21_1_a4/
%G ru
%F MT_2018_21_1_a4
S. V. Nagaev. The central limit theorem for Markov chains with general state space. Matematičeskie trudy, Tome 21 (2018) no. 1, pp. 73-124. http://geodesic.mathdoc.fr/item/MT_2018_21_1_a4/