Remark on the central limit theorem for ergodic chains |
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Authors: | N V Moskal'tsova V M Shurenkov |
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Institution: | 1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev
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Abstract: | We obtain sufficient conditions that should be imposed on a functionf in order that, for ergodic Markov chains, the sum $$\frac{1}{{\sqrt n }} \sum\limits_{k = 0}^{n - 1} { f(X_k )} $$ be asymptotically normal. |
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