Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains


Abstract in English

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces`aro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by Gartner-Ellis theorem and exponential equivalent method.

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