On the central limit theorem for Markov chains in random environments
type: Item
instance of: scholarly article
title: On the central limit theorem for Markov chains in random environments
zbMATH Open document ID: 0733.60038
author: Robert Cogburn
published in: The Annals of Probability
publication date: 1991-01-01T00:00:00Z
review text: 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.
reviewed by: Heinrich Hering
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 4213117
zbMATH Keywords: central limit theorem
zbMATH Keywords: mixing property
zbMATH Keywords: Markov chains in random environments
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176990442
OpenAlex ID: W1964146439
DOI: 10.1214/AOP/1176990442
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description: scientific article; zbMATH DE number 4213117