论文标题
关于可逆的马尔可夫链的不变原理
On the invariance principle for reversible Markov chains
论文作者
论文摘要
在本文中，我们研究了与部分总和的归一化标准偏差，研究了与一般超高空间的可逆马尔可夫链的部分总和相关的随机过程的功能中心限制定理。在这种情况下，我们表明功能性中心限制定理等同于以下事实：部分总和的差异定期随指数1而变化，而部分总和满足CLT。它也等同于条件CLT。
In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation of partial sums. For this case, we show that the functional central limit theorem is equivalent to the fact that the variance of partial sums is regularly varying with exponent 1 and the partial sums satisfy the CLT. It is also equivalent to the conditional CLT.
