A Self-Normalized Central Limit Theorem for Markov Random Walks
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Publication:2898915
DOI10.1239/aap/1339878720zbMath1251.60020OpenAlexW2048779722MaRDI QIDQ2898915
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
central limit theoremPoisson equationdomain of attraction of the normal lawMarkov random walkself-normalized
Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)
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