Limit theorems for additive functionals of a Markov chain

Stabilizing functionals of geometric graphs over Gibbsian input on large cubes, as well as functionals of random sequential packing models defined by Gibbsian input on large

Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes.. Annales

BAXTER, Symmetry characterizations of certain distributions, 3: Discounted additive functionals and large deviations for a general finite-state Markov chain,

~t is a reversible Markov process, ergodic and reversible with respect to the probability measure JL defining the random field of bonds, i.e., the translation invariant

The mapping h with c = 1 can be based on a space-filling curve: Wächter and Keller [2008] use a Lebesgue Z-curve and mention others; Gerber and Chopin [2015] use a Hilbert curve

A o-algebra of well-measurable sets is associated with any right filtration M^ This is the o-algebra on T X Q gene- rated by all the evanescent functions and by all the right

to get a Markov process X^^P^, S) which is semi-conservative in the sense that the life time T^ can be approximated strictly from below by a sequence of Markov times almost surely

It has not been possible to translate all results obtained by Chen to our case since in contrary to the discrete time case, the ξ n are no longer independent (in the case of