A central limit theorem for functions of a Markov chain with applications to shifts

DOI10.1016/0304-4149(92)90145-GzbMath0762.60023MaRDI QIDQ1198552

Michael B. Woodroofe

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

central limit theoremergodic Markov chainBernoulli shiftFourier coefficientLebesgue shiftmartingale central limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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