Almost Sure Central Limit Theorem for Partial Sums of Markov Chain

被引：1

作者：

Zhuang, Guangming ^{[1
]}

Peng, Zuoxiang ^{[2
]}

Tan, Zhongquan ^{[3
]}

机构：

[1] Liaocheng Univ, Sch Math Sci, Liaocheng 252059, Shandong, Peoples R China

[2] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China

[3] Soochow Univ, Sch Math Sci, Suzhou 215006, Jiangsu, Peoples R China

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 2012年 / 33卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Almost sure central limit theorem; Partial sums; Markov chain; Logarithmic means;

D O I：

10.1007/s11401-011-0691-y

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The authors prove an almost sure central limit theorem for partial sums based on an irreducible and positive recurrent Markov chain using logarithmic means, which realizes the extension of the almost sure central limit theorem for partial sums from an i.i.d. sequence of random variables to a Markov chain.

引用

页码：73 / 82

页数：10

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