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Applicable Analysis
An International Journal
Volume 95, 2016 - Issue 9
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Original Articles

On the kernel of the covariance operator for Markov semigroups, I.

&
Pages 2099-2109 | Received 26 Apr 2015, Accepted 25 Aug 2015, Published online: 23 Sep 2015
 

Abstract

We analyze the covariance operator from a Central Limit Theorem for functionals on countable ergodic Markov chains. We provide an algorithm for characterizing the covariance operator and determining its kernel. We present examples, including countable and finite Markov chains.

AMS Subject Classifications:

Notes

No potential conflict of interest was reported by the authors.

1 In fact, . That is, .

Additional information

Funding

This work was supported by the University of North Carolina at Charlotte.

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