Central Limit Theorem for some non-stationary Markov chains

Jacek Gulgowski , Sander Hille , Tomasz Szarek , Maria Ziemlańska


Using 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.
Author Jacek Gulgowski (FMPI/IM)
Jacek Gulgowski,,
- Institute of Mathematics
, Sander Hille
Sander Hille,,
, Tomasz Szarek (FMPI/IM)
Tomasz Szarek,,
- Institute of Mathematics
, Maria Ziemlańska
Maria Ziemlańska ,,
Journal seriesStudia Mathematica, ISSN 0039-3223, (N/A 100 pkt)
Issue year2019
Publication size in sheets1.10
ASJC Classification2600 General Mathematics
Languageen angielski
Score (nominal)100
Score sourcejournalList
ScoreMinisterial score = 100.0, 28-01-2020, ArticleFromJournal
Publication indicators WoS Citations = 0.000; Scopus SNIP (Source Normalised Impact per Paper): 2017 = 1.076; WoS Impact Factor: 2018 = 0.750 (2) - 2018=0.663 (5)
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