Central Limit Theorem for some non-stationary Markov chains
Jacek Gulgowski , Sander Hille , Tomasz Szarek , Maria Ziemlańska
AbstractUsing the classical Central Limit Theorem for stationary Markov chains proved by M. I. Gordin and B. A. Lifshits (1978) we show that it also holds for non-stationary Markov chains provided the transition probabilities satisfy the spectral gap property in the Kantorovich–Rubinstein norm.
|Journal series||Studia Mathematica, ISSN 0039-3223, (A 25 pkt)|
|Publication size in sheets||1.1|
|Score|| = 25.0, 28-02-2019, ArticleFromJournal|
= 25.0, 28-02-2019, ArticleFromJournal
|Publication indicators||: 2017 = 0.617 (2) - 2017=0.778 (5)|
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.