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Central limit theorems for contractive Markov chains

Andreas Nordvall Lagerås et al 2005 Nonlinearity 18 1955-1965   doi: 10.1088/0951-7715/18/5/005  Help

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Andreas Nordvall Lagerås and Örjan Stenflo
Department of Mathematics, Stockholm University, SE-10691 Stockholm, Sweden
E-mail: andreas@math.su.se and stenflo@math.su.se

Recommended by C P Dettmann

Abstract. We prove limit theorems for Markov chains under (local) contraction conditions. As a corollary we obtain a central limit theorem for Markov chains associated with iterated function systems with contractive maps and place-dependent Dini-continuous probabilities.

Mathematics Subject Classification: 60F05, 60J05, 60B10, 37H99

Print publication: Issue 5 (September 2005)
Received 9 February 2005, in final form 3 May 2005
Published 6 June 2005

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