A central limit theorem for continuous-time Markov processes conditioned not to be absorbed

Abstract

This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been established for ergodic Markov processes. The conditional central limit theorem is then obtained by applying the central limit theorem to the $Q$-process.

References in corpus (2)

• Unique Quasi-Stationary Distribution, with a possibly stabilizing extinction
• Degenerate processes killed at the boundary of a domain

Cited by in corpus (1)

• The conditioned Lyapunov spectrum for random dynamical systems