On the central limit theorem for some birth and death process

TL;DR

This paper investigates the conditions under which the central limit theorem applies to certain birth and death processes lacking a spectral gap, extending Kipnis-Varadhan theory to new classes of observables.

Contribution

It characterizes a family of observables for birth and death chains without spectral gaps where the CLT still holds, expanding existing theoretical frameworks.

Findings

Identifies conditions for CLT validity in non-spectral gap birth-death chains

Extends Kipnis-Varadhan theory to new classes of observables

Provides a characterization of observables satisfying CLT in this context

Abstract

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.