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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| Date: | 1995 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5391 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |