Central Limit Theorem for some non-stationary Markov chains
Tom 246 / 2019
Studia Mathematica 246 (2019), 109-131
MSC: Primary 60F05, 60J05; Secondary 37A25, 37A30.
DOI: 10.4064/sm170325-8-9
Opublikowany online: 24 September 2018
Streszczenie
Using the classical Central Limit Theorem for stationary Markov chains proved by M. I. Gordin and B. A. Lifshits (1978) we show that it also holds for non-stationary Markov chains provided the transition probabilities satisfy the spectral gap property in the Kantorovich–Rubinstein norm.
