Ergodicity and central limit theorems for a class of Markov processes (Q1111244)
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scientific article; zbMATH DE number 4076236
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| English | Ergodicity and central limit theorems for a class of Markov processes |
scientific article; zbMATH DE number 4076236 |
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Ergodicity and central limit theorems for a class of Markov processes (English)
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1988
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The paper looks at the following class of discrete parameter Markov processes that take values in an arbitrary complete separable metric space S: \(X_ n=\alpha_ n\alpha_{n-1}...\alpha_ 1X_ 0\) where \(\{\alpha_ n\}\) are independent identically distributed random maps on S into S; \(X_ 0\) is a random variable with values in S and independent of the sequence \(\{\alpha_ n\}.\) An ergodic theorem for \(\{X_ n\}\) and a functional central limit theorem for \(\{f(X_ n)\}\) are proved.
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Markov processes
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random maps
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ergodic theorem
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functional central limit theorem
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