The Central Limit Theorem for Function of Markov Chains in Markovian Environments
Zhu Dong-jin
Abstract
Zhu Dong-jin
Abstract
The properties of Markov chains in Markovian environments are discussed and a central limit theorem for function of countable Markov chains in Markovian environments is established.Moreover,some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given.
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The properties of Markov chains in Markovian environments are discussed and a central limit theorem for function of countable Markov chains in Markovian environments is established.Moreover,some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given.
Key concepts: Markov chain, Examples of Markov chains, Markov process, Markov chain mixing time, Mathematics, Markov kernel, Markov renewal process, Markov property