A Limit Theorem for a Class of Inhomogeneous Markov Processes
نویسندگان
چکیده
منابع مشابه
A Class of Stationary Processes and a Central Limit Theorem.
We assume without loss of generality that E{Xn} = 0. Let rs = i£{XnXn+s}. Then r8 = / I T edF(h), where F(X) is the spectral distribution function of the process. In §3 the spectral distribution function of any process of the form (2.2) is shown to be absolutely continuous. Finally it is shown in §4 that under some additional assumptions on the moment structure of the process the central limit ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1989
ISSN: 0091-1798
DOI: 10.1214/aop/1176991169