Central limit theorem for triangular arrays of non-homogeneous Markov chains
From MaRDI portal
(Redirected from Publication:1934366)
Abstract: In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower bound estimate for the variance of partial sums. The results complement an important central limit theorem of Dobrushin based on the contraction coefficient.
Recommendations
- A central limit theorem for nonhomogeneous Markov chains
- A central limit theorem for numbers satisfying a class of triangular arrays
- scientific article; zbMATH DE number 1301676
- Central Limit Theorem for some non-stationary Markov chains
- A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
- Central limit theorems for -mixing triangular arrays with applications to nonparametric statistics
- Nonstandard central limit theorems for Markov chains
- Central limit theorem and moderate deviation for nonhomogenenous Markov chains
- scientific article; zbMATH DE number 1042634
- Almost sure central limit theorem for non-stationary Markov chains
Cites work
- scientific article; zbMATH DE number 4211161 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 720679 (Why is no real title available?)
- scientific article; zbMATH DE number 3309776 (Why is no real title available?)
- scientific article; zbMATH DE number 3374705 (Why is no real title available?)
- A Note on the Central Limit Theorems for Dependent Random Variables
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- A note on two measures of dependence
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity and hybrid Markov chains
- Introduction to strong mixing conditions. Vol. 3.
- Maximal inequalities for partial sums of \(\rho\)-mixing sequences
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On the Markov chain central limit theorem
- Rates of convergence of the Hastings and Metropolis algorithms
- Remarks on the functional central limit theorem for martingales
Cited in
(26)- scientific article; zbMATH DE number 5592160 (Why is no real title available?)
- Functional central limit theorem via nonstationary projective conditions
- Central limit theorem for inhomogeneous Markov chains generated by quadratic stochastic operators
- Turning a coin over instead of tossing it
- Large deviation and central limit theorems for sequential and random Lasota-Yorke convex maps
- A central limit theorem for nonhomogeneous Markov chains
- A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
- Central limit theorems for the shrinking target problem
- A note on two measures of dependence
- Central limit theorems for sequential and random intermittent dynamical systems
- On the local limit theorems for psi-mixing Markov chains
- Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains
- An almost sure invariance principle for some classes of non-stationary mixing sequences
- Fluctuations of the empirical measure of freezing Markov chains
- Functional CLT for martingale-like nonstationary dependent structures
- Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
- On the local limit theorems for lower psi-mixing Markov chains
- Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Central limit theorem and moderate deviation for nonhomogenenous Markov chains
- A nonconventional local limit theorem
- scientific article; zbMATH DE number 579145 (Why is no real title available?)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting
- Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays
- Edgeworth expansions for independent bounded integer valued random variables
- Central Limit Theorems for Markov‐Connected Random Variables
This page was built for publication: Central limit theorem for triangular arrays of non-homogeneous Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934366)
