Central limit theorem for centered frequencies of a countable ergodic markov chain

• Date: 1993
• Main Authors: Moskal'tsova, N. V., Shurenkov, V. M., Москальцова, Н. В., Шуренков, В. М.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 1993
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/5982
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...