Remark on the central limit theorem for ergodic chains

We obtain sufficient conditions that should be imposed on a functionf in order that, for ergodic Markov chains, the sum $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )} $$ be asymptotically normal.

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Datum:1995
Hauptverfasser: Moskal'tsova, N. V., Shurenkov, V. M., Москальцова, Н. В., Шуренков, В. М.
Format: Artikel
Sprache:Russisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1995
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/5391
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Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
author_facet Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
author_sort Moskal'tsova, N. V.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
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datestamp_date 2020-03-19T08:58:17Z
description We obtain sufficient conditions that should be imposed on a functionf in order that, for ergodic Markov chains, the sum $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )} $$ be asymptotically normal.
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spelling umjimathkievua-article-53912020-03-19T08:58:17Z Remark on the central limit theorem for ergodic chains Еще одно замечание к центральной предельной теореме для эргодических цепей Moskal'tsova, N. V. Shurenkov, V. M. Москальцова, Н. В. Шуренков, В. М. Москальцова, Н. В. Шуренков, В. М. We obtain sufficient conditions that should be imposed on a functionf in order that, for ergodic Markov chains, the sum $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )} $$ be asymptotically normal. Одержані деякі умови для функції $f$, достатні для асимптотичної нормальності суми $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )}$$ для ергодичних ланцюгів Маркова. Institute of Mathematics, NAS of Ukraine 1995-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5391 Ukrains’kyi Matematychnyi Zhurnal; Vol. 47 No. 1 (1995); 118-120 Український математичний журнал; Том 47 № 1 (1995); 118-120 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5391/7472 https://umj.imath.kiev.ua/index.php/umj/article/view/5391/7473 Copyright (c) 1995 Moskal'tsova N. V.; Shurenkov V. M.
spellingShingle Moskal'tsova, N. V.
Shurenkov, V. M.
Москальцова, Н. В.
Шуренков, В. М.
Москальцова, Н. В.
Шуренков, В. М.
Remark on the central limit theorem for ergodic chains
title Remark on the central limit theorem for ergodic chains
title_alt Еще одно замечание к центральной предельной теореме для эргодических цепей
title_full Remark on the central limit theorem for ergodic chains
title_fullStr Remark on the central limit theorem for ergodic chains
title_full_unstemmed Remark on the central limit theorem for ergodic chains
title_short Remark on the central limit theorem for ergodic chains
title_sort remark on the central limit theorem for ergodic chains
url https://umj.imath.kiev.ua/index.php/umj/article/view/5391
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