Remark on the central limit theorem for ergodic chains

  • N. V. Moskal'tsova
  • V. M. Shurenkov

Abstract

We obtain sufficient conditions that should be imposed on a functionf in order that, for ergodic Markov chains, the sum $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )} $$ be asymptotically normal.
Published
25.01.1995
How to Cite
Moskal’tsovaN. V., and ShurenkovV. M. “Remark on the Central Limit Theorem for Ergodic Chains”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 47, no. 1, Jan. 1995, pp. 118-20, https://umj.imath.kiev.ua/index.php/umj/article/view/5391.
Section
Short communications