Abstract:
We consider Markov chains with an arbitrary phase space and develop
a modification of the spectral method that enables us
to prove the central limit theorem (CLT) for non-uniformly
ergodic Markov chains. The conditions imposed on the
transition function are more general than those by Athreya–Ney and
Nummelin. Our proof of the CLT is purely analytical.
Keywords:transition function, space of complex measures, spectral method, resolvent, kernel of an operator.