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arxiv: 1103.0136 · v3 · pith:N2FPECIZnew · submitted 2011-03-01 · 🧮 math.PR

On the central limit theorem for some birth and death process

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keywords chaintheorembirthcentraldeathgordinholdslimit
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Suppose that X_n, n>=0 is a stationary Markov chain and V is a certain function on a phase space of the chain, called an observanle. We say that the observable satisfies the central limit theorem (C.L.T.) if Y_n:=N^{-1/2}\sum_{n=0}^NV(X_n) converge in law to a normal random variable, as N goes to infinity. For a stationary Markov chain with the L^2 spectral gap the theorem holds for all V such that V(X_0) is centered and square integrable, see Gordin. The purpose of this article is to characterize a family of observables V for which the C.L.T. holds for a class of birth and death chains whose dynamics has no spectral gap, so that Gordin's result cannot be used and the result follows from an application of Kipnis-Varadhan theory.

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