Ergodic Central limit theorem for subgeometric Markov chains

math.PR, stat.CO, stat.ML

Submitted: 2025-12-20

Updated: 2026-10-18

Comments: 55 pages; this version has streamlined proofs for the theoretical results, with applications focusing on ULA-type algorithms (MCMC results of the first version are not included); a short YouTube presentation describes our theory and its applications to ULA-type chains with increments of finite and infinite variance, see https://youtu.be/m2y7U4cEqy4

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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