ON THE CENTRAL-LIMIT-THEOREM FOR MARKOV-CHAINS IN RANDOM-ENVIRONMENTS

• 成果类型: Article
• 署名作者: COGBURN, R
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990442
• 发表日期: 1991
• 页码: 587-604
• 关键词: transition-probabilities

摘要

A functional central limit theorem is established for Markov chains in random environments under the assumption of existence of a finite invariant, ergodic measure and a mixing condition. These conditions are always satisfied when the state space is finite.