A central limit theorem for iterated random functions
A central limit theorem for iterated random functions
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DOI：
10.1239/jap/1014842833
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发表时间：
2000-09
影响因子：
1
通讯作者：
W. Wu;M. Woodroofe
中科院分区：
文献类型：
--
作者：
W. Wu;M. Woodroofe
建立了可构造为迭代随机函数的马尔可夫链的加性函数的中心极限定理。结果通过放宽附加函数的连续性条件和与随机函数有关的矩条件，得到了超越以往工作的结果。通过一个与分形学相关的马尔可夫链的应用来说明这一点。
A central limit theorem is established for additive functions of a Markov chain that can be constructed as an iterated random function. The result goes beyond earlier work by relaxing the continuity conditions imposed on the additive function, and by relaxing moment conditions related to the random function. It is illustrated by an application to a Markov chain related to fractals.