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A central limit theorem for continuous-time Markov processes conditioned not to be absorbed (2203.03231v3)

Published 7 Mar 2022 in math.PR

Abstract: This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been established for ergodic Markov processes. The conditional central limit theorem is then obtained by applying the central limit theorem to the $Q$-process.

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