Frontiers of Mathematics in China >
Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
Received date: 26 Jan 2015
Accepted date: 10 Apr 2015
Published date: 05 Jun 2015
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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.
Yuanyuan LIU , Yuhui ZHANG . Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes[J]. Frontiers of Mathematics in China, 2015 , 10(4) : 933 -947 . DOI: 10.1007/s11464-015-0488-5
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