UNIFORM CLT FOR MARKOV CHAINS WITH A COUNTABLE STATE SPACE
نویسندگان
چکیده
منابع مشابه
Uniform CLT for Markov chains with a countable state space
Let (S,G, P ) be a probability space and let F be a set of measurable functions on S with an envelope function F finite everywhere. Let X1, X2, ... be a strictly stationary sequence of random variables with distribution P , and define the empirical measures Pn, based on {Xi}, as Pn = n−1 ∑n i=1 δXi . We say the uniform CLT holds over F , if n 1 2 (Pn − P ) converges in law, in the space l∞(F ) ...
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ژورنال
عنوان ژورنال: Taiwanese Journal of Mathematics
سال: 1997
ISSN: 1027-5487
DOI: 10.11650/twjm/1500406124