On the central limit theorem for Markov chains in random environments (Q809466)

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scientific article; zbMATH DE number 4213117
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English
On the central limit theorem for Markov chains in random environments
scientific article; zbMATH DE number 4213117

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    On the central limit theorem for Markov chains in random environments (English)
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    1991
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    Assuming the existence of a finite invariant, ergodic measure and a mixing property amounting essentially to \(\phi\)-mixing, the author proves a functional CLT and related variance results for Markov chains in random environments.
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    central limit theorem
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    mixing property
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    Markov chains in random environments
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