On some Limit Theorem for Markov Chain

2018/10/10 by Anna Czapkiewicz, Czapkiewicz, Anna, Antoni Leon Dawidowicz +1
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Dynamics and Fractals #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1810.04466

openalex publication_date 2018/10/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables fullfiled Lindeberg's condition then the Central Limit Theorem is true.

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