Central limit theorem for stochastically additive functionals of ergodic chains

DOI10.1007/BF01066104zbMath0837.60065OpenAlexW2074113760MaRDI QIDQ4866575

V. M. Shurenkov, N. V. Moskal'tsova

Publication date: 4 March 1996

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01066104

zbMATH Keywords

central limit theoremergodic Markov chainsstochastically additive functionals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Multiplicative functionals and Markov processes (60J57)

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