On the CLT for stationary Markov chains with trivial tail sigma field

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2022-08-30 DOI:10.1214/23-ecp509

M. Peligrad

引用次数: 1

Abstract

In this paper we consider stationary Markov chains with trivial two-sided tail sigma ﬁeld, and prove that additive functionals satisfy the central limit theorem provided the variance of partial sums divided by n is bounded.

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关于具有平凡尾sigma场的平稳马尔可夫链的CLT

在本文中，我们考虑了具有平凡双侧尾西格玛场的平稳马尔可夫链，并证明了当部分和除以n的方差有界时，加性泛函满足中心极限定理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.