Abstract
Suppose that {Xt,t≥0} is a non-stationary Markov process, taking values in a Polish metric space E. We prove the law of large numbers and central limit theorem for an additive functional of the form ∫0Tψ(Xs)ds, provided that the dual transition probability semigroup, defined on measures, is strongly contractive in an appropriate Wasserstein metric. Function ψ is assumed to be Lipschitz on E.
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