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Main Author: Waymire, Edward C
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2505.01045
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author Waymire, Edward C
author_facet Waymire, Edward C
contents In this note, the time reversible case of a general theorem of Bhattacharya is shown to imply the Kipnis-Varadhan functional central limit theorem for ergodic Markov processes. To this end, a few results from semigroup theory, including the resolvent identity, are incoporated in Bhattacharya's range condition for the inifinitesimal generator.
format Preprint
id arxiv_https___arxiv_org_abs_2505_01045
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On Central Limit Theorems for Additive Functionals of Reversible Ergodic Markov Processes
Waymire, Edward C
Probability
60J25, 60F05, 60G44 (Primary) 47B02, 47B25, 47B93 (Secondary)
In this note, the time reversible case of a general theorem of Bhattacharya is shown to imply the Kipnis-Varadhan functional central limit theorem for ergodic Markov processes. To this end, a few results from semigroup theory, including the resolvent identity, are incoporated in Bhattacharya's range condition for the inifinitesimal generator.
title On Central Limit Theorems for Additive Functionals of Reversible Ergodic Markov Processes
topic Probability
60J25, 60F05, 60G44 (Primary) 47B02, 47B25, 47B93 (Secondary)
url https://arxiv.org/abs/2505.01045