Limit theorems for difference additive functionals
نویسندگان
چکیده
منابع مشابه
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Consider a Markov chain {X n } n≥0 with an ergodic probability measure π. Let Ψ be a function on the state space of the chain, with α-tails with respect to π, α ∈ (0, 2). We find sufficient conditions on the probability transition to prove convergence in law of N 1/α N n Ψ(X n) to an α-stable law. A " martingale approximation " approach and " coupling " approach give two different sets of condi...
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ژورنال
عنوان ژورنال: Theory of Probability and Mathematical Statistics
سال: 2011
ISSN: 0094-9000,1547-7363
DOI: 10.1090/s0094-9000-2012-00843-0