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

Published on Sep 1, 2016in Applicable Analysis1.076
· DOI :10.1080/00036811.2015.1088522
Stanislav Molchanov28
Estimated H-index: 28
(UNCC: University of North Carolina at Charlotte),
Joseph M. Whitmeyer13
Estimated H-index: 13
(UNCC: University of North Carolina at Charlotte)
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.
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