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Central Limit Theorems for Markov‐Connected Random Variables
Author(s) -
Liebscher E.
Publication year - 1992
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.19921560111
Subject(s) - mathematics , central limit theorem , markov chain , limit (mathematics) , generalization , random variable , variable order markov model , discrete mathematics , pure mathematics , combinatorics , markov model , mathematical analysis , statistics
The paper provides some central limit theorems for triangular arrays of Markov‐connected random variables. It is assumed the Markov chain to satisfy condition ( D 1 ) which is an generalization of strong Doeblin's condition ( D o ). One result represents a central limit theorem without the assumption of finite variances.