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.
Publié le : 1991-04-14
Classification:
Markov chains in random environments,
central limit theorem,
mixing,
60F05,
60J10,
60J99
@article{1176990442,
author = {Cogburn, Robert},
title = {On the Central Limit Theorem for Markov Chains in Random Environments},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 587-604},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990442}
}
Cogburn, Robert. On the Central Limit Theorem for Markov Chains in Random Environments. Ann. Probab., Tome 19 (1991) no. 4, pp. 587-604. http://gdmltest.u-ga.fr/item/1176990442/