Abstract
A central limit theorem is proved forE-finite bounded functions of ergodic Markov chains. Two useful corollaries are presented.
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References
N. V. Moskal'tsova and V. M. Shurenkov, “On asymptotics of the potential of a countable ergodic Markov chain,”Ukr. Mat. Zh.,45, No. 2, 265–270 (1993).
N. V. Moskal'tsova and V. M. Shurenkov, “Central limit theorem for centered frequencies of a countable ergodic Markov chain,”Ukr. Mat. Zh.,45, No. 12, 1713–1715 (1993).
N. V. Moskal'tsova and V. M. Shurenkov, “On potentials of ergodic Markov chains,”Ukr. Mat. Zh.,46, No. 4, 446–449 (1994).
V. M. Shurenkov,Ergodic Markov Processes [in Russian], Nauka, Moscow (1989).
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Deceased.
Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 8, pp. 1092–1094, August, 1994.
This work is supported by the Ukrainian State Committee on Science and Technology.
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Moskal'tsova, N.V., Shurenkov, V.M. Central limit theorem for special classes of functions of ergodic chains. Ukr Math J 46, 1202–1205 (1994). https://doi.org/10.1007/BF01056182
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DOI: https://doi.org/10.1007/BF01056182