The Central Limit Theorem for Nonhomogeneous Markov Chains |
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| Authors: | Huang Huilin Yang Weiguo Shi Zhiyan |
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| Affiliation: | College of Mathematics and Information Science, Wenzhou University; Faculty of Science, Jiangsu University |
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| Abstract: | In this paper, we prove a new central
limit theorem for nonhomogeneous Markov chain by using the
martingale central limit theorem under the condition of convergence
of transition probability matrices for nonhomogeneous Markov chain
in Cesaro sense, which can not be implied by Dobrushin's work. |
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| Keywords: | |
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