Convergence of moments in a Markov-chain central limit theorem
Let (Xi)i=0∞ be a V-uniformly ergodic Markov chain on a general state space, and let π be its stationary distribution. For g : χ → R, define It is shown that if |g| ≤ V1/n for a positive integer n, then ExWk(g)n converges to the n-th moment of a normal random variable with expectation 0 and variance...
| المؤلف الرئيسي: | |
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| التنسيق: | Journal article |
| اللغة: | English |
| منشور في: |
2001
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