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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 3, Pages 437–445
(Mi tvp2257)
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This article is cited in 1 scientific paper (total in 1 paper)
Limit theorems for conditional Markov chains
Z. I. Bežaeva Moscow
Abstract:
Let $\zeta_k(\omega)=(\xi_k(\omega),\eta_k(\omega))$ ($k=1,2,\dots$) be a finite homogeneous Markov chain. If $\eta_1(\omega),\dots,\eta_n(\omega)$ are fixed, $\xi_k$ ($k=1,\dots,n$) are known to be a so-called conditional Markov chain.
In this paper, the law of large numbers and the central limit theorem for the conditional Markov chain are obtained.
Received: 20.03.1970
Citation:
Z. I. Bežaeva, “Limit theorems for conditional Markov chains”, Teor. Veroyatnost. i Primenen., 16:3 (1971), 437–445; Theory Probab. Appl., 16:3 (1971), 429–437
Linking options:
https://www.mathnet.ru/eng/tvp2257 https://www.mathnet.ru/eng/tvp/v16/i3/p437
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