The Annals of probability, 1991-04, Vol.19 (2), p.587-604
1991
Details
- Autor(en) / Beteiligte
- Titel
- On the Central Limit Theorem for Markov Chains in Random Environments
- Ist Teil von
- The Annals of probability, 1991-04, Vol.19 (2), p.587-604
- Ort / Verlag
- Hayward, CA: Institute of Mathematical Statistics
- Erscheinungsjahr
- 1991
- Link zum Volltext
- Quelle
- Electronic Journals Library - Freely accessible e-journals
- Beschreibungen/Notizen
- 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.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0091-1798eISSN: 2168-894XDOI: 10.1214/aop/1176990442Titel-ID: cdi_projecteuclid_primary_oai_CULeuclid_euclid_aop_1176990442
- Format
- –
- Schlagworte
- 60F05, 60J10, 60J99, Central limit theorem, Equivalence relation, Ergodic theory, Exact sciences and technology, Limit theorems, Markov chains, Markov chains in random environments, Markov processes, Mathematical theorems, Mathematics, mixing, Perceptron convergence procedure, Probability and statistics, Probability theory, Probability theory and stochastic processes, Random variables, Sciences and techniques of general use, Transition probabilities