Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains
Probability
2020-10-15 v1 Statistics Theory
Statistics Theory
Abstract
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by G\"artner-Ellis theorem and exponential equivalent method.
Cite
@article{arxiv.2010.06790,
title = {Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains},
author = {Mingzhou Xu and Yunzheng Ding and Yongzheng Zhou},
journal= {arXiv preprint arXiv:2010.06790},
year = {2020}
}
Comments
8 pages