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Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

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 نشر من قبل Mingzhou Xu
 تاريخ النشر 2020
  مجال البحث
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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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