Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

10/14/2020

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by   Mingzhou Xu, et al.

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Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Cesàro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by Gärtner-Ellis theorem and exponential equivalent method.