The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm

Abstract

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the Foster-Lyapunov condition. As an example, we verify the assumptions of our main result for a specific piecewise-deterministic Markov process, whose deterministic component evolves according to continuous semiflows, switched randomly at the jump times of a Poisson process.

41 pages

References in corpus (2)

• Quantitative ergodicity for some switched dynamical systems
• Exponential ergodicity in the bounded-Lipschitz distance for a subclass of piecewise-deterministic Markov processes with random switching between flows

Cited by in corpus (1)

• Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance