A CENTRAL-LIMIT-THEOREM FOR FUNCTIONS OF A MARKOV-CHAIN WITH APPLICATIONS TO SHIFTS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:41

Article

关键词: FOURIER COEFFICIENTS;    MAXIMAL INEQUALITIES;    MARTINGALE CENTRAL LIMIT THEOREM;    POTENTIAL THEORY;   

DOI  :  10.1016/0304-4149(92)90145-G

来源: Elsevier

【 摘 要 】

A sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov chain to be asymptotically normal. For Bernoulli and Lebesgue shifts, the condition may be related to the Fourier coefficients of the given function; and the latter condition is shown to be satisfied by most square integrable functions in the case of Bernoulli shifts.

【 授权许可】

Free