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A central limit theorem for functions of a Markov chain with applications to shifts
dc.contributor.authorWoodroofe, Michael B.en_US
dc.date.accessioned2006-04-10T15:13:48Z
dc.date.available2006-04-10T15:13:48Z
dc.date.issued1992-05en_US
dc.identifier.citationWoodroofe, Michael (1992/05)."A central limit theorem for functions of a Markov chain with applications to shifts." Stochastic Processes and their Applications 41(1): 33-44. <http://hdl.handle.net/2027.42/30060>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6V1B-45FCH50-N/2/3e66cc36137ed3fc0549f053d80e707ben_US
dc.identifier.urihttps://hdl.handle.net/2027.42/30060
dc.description.abstractA sufficient condition is developed for partial sums of a function of a stationary, ergodic Markov chain to be asymptotically normal. For Bernoulli and Lebesgue shifts, the condition may be related to the Fourier coefficients of the given function; and the latter condition is shown to be satisfied by most square integrable functions in the case of Bernoulli shifts.en_US
dc.format.extent600398 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleA central limit theorem for functions of a Markov chain with applications to shiftsen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelStatistics and Numeric Dataen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Statistics, University of Michigan, Ann Arbor, MI, USAen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/30060/1/0000429.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0304-4149(92)90145-Gen_US
dc.identifier.sourceStochastic Processes and their Applicationsen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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