The Central Limit Theorem for Markov Chains in Markovian Environments
Mei Guo
Abstract
Mei Guo
Abstract
In this paper,a central limit theorem for function of countable Markov chains in Markovian environments is investigated.Moreover,some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given.At last,R_θ-chains are systematically studied,some sufficient contions for the central limit theorem to hold for function of Markov chains in Markovian environments are obtained.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
In this paper,a central limit theorem for function of countable Markov chains in Markovian environments is investigated.Moreover,some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given.At last,R_θ-chains are systematically studied,some sufficient contions for the central limit theorem to hold for function of Markov chains in Markovian environments are obtained.
Key concepts: Markov chain, Examples of Markov chains, Mathematics, Markov process, Central limit theorem, Limit (mathematics), Markov chain mixing time, Markov kernel