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Autoregression on a finite Abelian group controlled by a Markov chain
I. A. Kruglov LLC Certification Research Center, Moscow
Abstract:
An analog of convergence principle due to B. M. Kloss is proved for autoregressive sequences of random variables on a finite Abelian group controlled by a Markov chain.
Key words:
Markov chains on groups, conditional distributions, limit theorems.
Received 23.VI.2011
Citation:
I. A. Kruglov, “Autoregression on a finite Abelian group controlled by a Markov chain”, Mat. Vopr. Kriptogr., 2:4 (2011), 25–36
Linking options:
https://www.mathnet.ru/eng/mvk41https://doi.org/10.4213/mvk41 https://www.mathnet.ru/eng/mvk/v2/i4/p25
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Abstract page: | 343 | Full-text PDF : | 210 | References: | 62 |
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