On some Limit Theorem for Markov Chain
Statistics Theory
2018-10-11 v1 Statistics Theory
Abstract
The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables fullfiled Lindeberg's condition then the Central Limit Theorem is true.
Cite
@article{arxiv.1810.04466,
title = {On some Limit Theorem for Markov Chain},
author = {Anna Czapkiewicz and Antoni Dawidowicz},
journal= {arXiv preprint arXiv:1810.04466},
year = {2018}
}