Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes

作者：Liu, Yuanyuan^*; Zhang, Yuhui

来源：Frontiers of Mathematics in China, 2015, 10(4): 933-947.

DOI：10.1007/s11464-015-0488-5

• Markov process
• single birth processes
• central limit theorem (CLT)
• ergodicity

We obtain sufficient criteria for central limit theorems (CLTs) for ergodic continuous-time Markov chains (CTMCs). We apply the results to establish CLTs for continuous-time single birth processes. Moreover, we present an explicit expression of the time average variance constant for a single birth process whenever a CLT exists. Several examples are given to illustrate these results.

• 出版日期2015-8
• 单位中南大学; 北京师范大学