Central Limit Theorem for some non-stationary Markov chains

被引：6

作者：

Gulgowski, Jacek ^{[1
]}

Hille, Sander ^{[2
]}

Szarek, Tomasz ^{[1
]}

Ziemlanska, Maria ^{[2
]}

机构：

[1] Univ Gdansk, Inst Math, Wita Stwosza 57, PL-80952 Gdansk, Poland

[2] Leiden Univ, Math Inst, POB 9512, NL-2300 RA Leiden, Netherlands

来源：

STUDIA MATHEMATICA | 2019年 / 246卷 / 02期

关键词：

ADDITIVE-FUNCTIONALS;

D O I：

10.4064/sm170325-8-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Using the classical Central Limit Theorem for stationary Markov chains proved by M. I. Gordin and B. A. Lifshits (1978) we show that it also holds for non-stationary Markov chains provided the transition probabilities satisfy the spectral gap property in the Kantorovich-Rubinstein norm.

引用

页码：109 / 131

页数：23

共 20 条

[1]

Bogachev V. I., 2007, MEASURE THEORY, V2, DOI DOI 10.1007/978-3-540-34514-5

[2] The central limit theorem for Markov chains started at a point [J].