Variance and Covariance of Several Simultaneous Outputs of a Markov Chain
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial characterization of Markov sources which satisfy this condition is giv...
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| Format: | Article |
| Language: | English |
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Discrete Mathematics & Theoretical Computer Science
2016-06-01
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| Series: | Discrete Mathematics & Theoretical Computer Science |
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| Online Access: | https://dmtcs.episciences.org/1341/pdf |