On some Limit Theorem for Markov Chain

10/10/2018

∙

The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables fullfiled Lindeberg's condition then the Central Limit Theorem is true.

READ FULL TEXT

On some Limit Theorem for Markov Chain

Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

Information Bottleneck on General Alphabets

Markov Chain Concentration with an Application in Reinforcement Learning

Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics

A central limit theorem for scaled eigenvectors of random dot product graphs

Central limit theorem for a partially observed interacting system of Hawkes processes

Shared Information for a Markov Chain on a Tree

On some Limit Theorem for Markov Chain

Related Research

Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

Information Bottleneck on General Alphabets

Markov Chain Concentration with an Application in Reinforcement Learning

Functional Central Limit Theorem and Strong Law of Large Numbers for Stochastic Gradient Langevin Dynamics

A central limit theorem for scaled eigenvectors of random dot product graphs

Central limit theorem for a partially observed interacting system of Hawkes processes

Shared Information for a Markov Chain on a Tree