Central limit theorem for centered frequencies of a countable ergodic markov chain
On the basis of results relating to the behavior of the potential of a countable ergodic Markov chain, for a certain class of functions, the asymptotic normality of a variable $\cfrac{1}{\sqrt{n}}\sum^{n-1}_{k=0}f(X_k)$ for $n \rightarrow \infty$ has been proved. The asymptotic normality of the ce...
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| Date: | 1993 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5982 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |