A central limit theorem for some one dimensional Markov chains and applications

被引:0
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作者
Gallardo, L
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O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let (X(n)) be a homogenous Markov chain on a non bounded Borel subset of R with a drift which tends to a limit m(1) at infinity. Under very simple hypothesis, we give a CLT for (X(n)) which in some cases reduces to the classical form: n(-1/2)(X(n) - nm(1)) (c)--> N(0; sigma(2)). We apply these results to random walks on a class of one dimensional hypergroups.
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页码:69 / 72
页数:4
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