Abstract
This chapter builds on the renewal decomposition of the previous chapter to obtain a central limit theorem for fluctuations in the i.i.d. cycles under second moment assumptions.
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Notes
- 1.
See BCPT p.160.
- 2.
See e.g., BCPT Theorem 11.8.
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Bhattacharya, R., Waymire, E. (2022). The Central Limit Theorem for Markov Chains by Renewal Decomposition. In: Stationary Processes and Discrete Parameter Markov Processes. Graduate Texts in Mathematics, vol 293. Springer, Cham. https://doi.org/10.1007/978-3-031-00943-3_14
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DOI: https://doi.org/10.1007/978-3-031-00943-3_14
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