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.

引用

页码：587 / 604

页数：18

共 22 条

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