On the central limit theorem for Markov chains in random environments (Q809466)
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scientific article; zbMATH DE number 4213117
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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0.9474207
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0.9399613
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0.93477637
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