Центральная предельная теорема для центрированных частот счетной эргодической цепи Маркова

Abstract

On the basis of results relating to the behavior of the potential of a countable ergodic Markov chain, for a certain class of functions, the asymptotic normality of a variable 1/√n∑f(Xk) for n→∞ has been proved. The asymptotic normality of the centering frequencies has been obtained without using the finileness conditions for the time M₀τ² of the first return into a chain state.