A self-normalized central limit theorem for Markov random walks

DOI10.1239/AAP/1339878720MaRDI QIDQ2898915zbMATH OpenOpenAlexFDO

Authors Cheng-Der Fuh, Tian-Xiao Pang

Publication date 12 July 2012

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aap/1339878720

zbMATH Keywords

central limit theoremdomain of attraction of the normal lawMarkov random walkPoisson equationself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(1)

• A general result on almost sure central limit theorem for self-normalized sums for mixing sequences

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