scientific article; zbMATH DE number 1336720
From MaRDI portal
Publication:4258798
Let \(X_0,X_1,\dots\) be an ergodic Markov chain with countable state space \(E=\{0,1,\dots\}\), let \(\pi=\{\pi_j\}_{j=0}^\infty\) be the stationary probability for \(X_j\), and let \(f\) be a real function on \(E\) with finite support. Denote \( S_n=\sum_{k=0}^{n-1} f(X_k) \), \( \langle\pi,f\rangle=\sum_j\pi_j f(j) \). The following statement is proved. { Theorem.} If \(\pi_j>0\) for all \(j\in E\), then \( (S_n-\langle \pi,f\rangle)/\sqrt{n} \) is asymptotically Gaussian as \(n\to\infty\). For the entire collection see [Zbl 0896.00028].
Recommendations
Cited in
(14)- A short proof of the central limit theorem for Markov chains
- Central limit theorem for centered frequencies of a countable ergodic Markov chain
- On the central limit theorem for geometrically ergodic Markov chains
- Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions
- Central limit theorem for special classes of functions of ergodic chains
- Limit theorems for functionals of ergodic Markov chains with general state space
- scientific article; zbMATH DE number 1042634 (Why is no real title available?)
- Central Limit Theorem for some non-stationary Markov chains
- scientific article; zbMATH DE number 219012 (Why is no real title available?)
- scientific article; zbMATH DE number 1410024 (Why is no real title available?)
- Central limit theorems for contractive Markov chains
- A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
- On the central limit theorem for an ergodic Markov chain
- On the Markov chain central limit theorem
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4258798)
