ON THE CENTRAL-LIMIT-THEOREM FOR MARKOV-CHAINS IN RANDOM-ENVIRONMENTS

被引：72
作者：
COGBURN, R
机构：
来源：
ANNALS OF PROBABILITY | 1991年 / 19卷 / 02期
关键词：
MARKOV CHAINS IN RANDOM ENVIRONMENTS; CENTRAL LIMIT THEOREM; MIXING;
D O I：
10.1214/aop/1176990442
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A functional central limit theorem is established for Markov chains in random environments under the assumption of existence of a finite invariant, ergodic measure and a mixing condition. These conditions are always satisfied when the state space is finite.
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收藏
页码：587 / 604
页数：18
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