中文

一类一般马尔可夫链中心极限定理的有用版本

概率论 2020-12-04 v3

摘要

在本文中,我们提出某些相对易于验证的条件,这些条件确保了一类一般马尔可夫链的中心极限定理。为证明我们判据的实用性,我们进一步针对一个特定的离散时间马尔可夫动力系统验证了它。从应用角度看,所考察的系统为分析原核生物中基因表达的随机动力学提供了有用工具。

关键词

引用

@article{arxiv.1804.09220,
  title  = {A Useful Version of the Central Limit Theorem for a General Class of Markov Chains},
  author = {Dawid Czapla and Katarzyna Horbacz and Hanna Wojewódka-Ściążko},
  journal= {arXiv preprint arXiv:1804.09220},
  year   = {2020}
}

备注

The new version of the manuscript is focused on the central limit theorem only. The proofs are now more precise. The part concerning the law of the iterated logarithm is postponed to the subsequent paper. Splitting the article into two papers is certainly for the benefit of the reader, since even this single part consists of 25 pages