an:00740323
Zbl 0813.60023
Goldstein, Sheldon
Antisymmetric functionals of reversible Markov processes
EN
Ann. Inst. Henri Poincar??, Probab. Stat. 31, No. 1, 177-190 (1995).
00025288
1995
j
60F05 60F17
central limit theorem; invariance principle; antisymmetric functionals of ergodic reversible Markov processes
Summary: We prove the central limit theorem and invariance principle for antisymmetric functionals of ergodic reversible Markov processes under extremely mild conditions. Moreover, the proof is based upon an elementary, direct decomposition of the functional, into the sum of a martingale term and an asymptotically negligible term, by an analysis relying almost solely on symmetry considerations.