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Central limit theorem for stochastically additive functionals of ergodic chains

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Abstract

A central limit theorem is proved for stochastically additive functional of ergodic Markov chains.

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References

  1. V. M. Shurenkov,Ergodic Markov Processes [in Russian], Nauka, Moscow (1989).

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  2. 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).

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  3. 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

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