Abstract
A central limit theorem is proved for stochastically additive functional of ergodic Markov chains.
References
V. M. Shurenkov,Ergodic Markov Processes [in Russian], Nauka, Moscow (1989).
N. V. Moskal'tsova and V. M. Shurenkov, “Central limit theorem for special classes of functions of ergodic chains”,Ukr. Mat, Zh.,46, No. 8, 1092–1094 (1994).
N. V. Moskal'tsova and V. M. Shurenkov, “Central limit theorem for centered frequencies of a countable ergodic Markov chain”,Ukr. Mat. Th.,45, No. 12, 1713–1715 (1993).
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 10 pp. 1421–1423, October, 1994.
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Moskal'tsova, N.V., Shurenkov, V.M. Central limit theorem for stochastically additive functionals of ergodic chains. Ukr Math J 46, 1570–1572 (1994). https://doi.org/10.1007/BF01066104
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DOI: https://doi.org/10.1007/BF01066104