关于具有平凡尾sigma场的平稳马尔可夫链的CLT

Pub Date : 2022-08-30 DOI:10.1214/23-ecp509
M. Peligrad
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引用次数: 1

摘要

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