Open AccessThe Central Limit Theorem for th-Order Nonhomogeneous Markov Information Source
Author(s) -
Huilin Huang
Publication year - 2013
Publication title -
journal of probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 1687-9538
pISSN - 1687-952X
DOI - 10.1155/2013/645151
Subject(s) - markov chain , mathematics , central limit theorem , martingale (probability theory) , limit (mathematics) , discrete mathematics , stochastic matrix , combinatorics , pure mathematics , mathematical analysis , statistics
We prove a central limit theorem for th-order nonhomogeneous Markov information source by using the martingale central limit theorem under the condition of convergence of transition probability matrices for nonhomogeneous Markov chain in Cesaro sense.
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