A central limit theorem for continuous-time Markov processes conditioned not to be absorbed
Year: 2022
Type: preprint
Abstract: This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been established for ergodic Markov processes. The conditional central limit theorem is then obtained by applying the central limit theorem to the $Q$-process.
Source: arXiv (Cornell University)
Author: Oçafrain, William
Institutions: Institut Élie Cartan de Lorraine, Université de Lorraine
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4280501502