A Self-Normalized Central Limit Theorem for Markov Random Walks

DOI10.1239/aap/1339878720zbMath1251.60020OpenAlexW2048779722MaRDI QIDQ2898915

Tian-Xiao Pang, Cheng-Der Fuh

Publication date: 12 July 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1339878720

zbMATH Keywords

central limit theoremPoisson equationdomain of attraction of the normal lawMarkov random walkself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

Related Items

A general result on almost sure central limit theorem for self-normalized sums for mixing sequences

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