On the kernel of the covariance operator for Markov semigroups, I.
Stanislav Alekseevich Molchanov, Joseph M. Whitmeyer · Applicable Analysis · 2015
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.