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

作　　者：Yuanyuan LIU Yuhui ZHANG 

机构地区：[1]School of Mathematics and Statistics, New Campus, Central South University, Changsha 410083, China [2]School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematicsand Comp]ex Systems, Ministry of Education, Beijing 100875, China

出　　处：《Frontiers of Mathematics in China》2015年第4期933-947,共15页中国高等学校学术文摘·数学（英文）

摘　　要：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.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.

关 键 词：Markov process single birth processes central limit theorem （CLT） ergodicity 

分 类 号：TP393[自动化与计算机技术—计算机应用技术] O211.4[自动化与计算机技术—计算机科学与技术]