论文标题
在马尔可夫链的添加功能的CLT上
On the CLT of additive functionals of Markov chains
论文作者
论文摘要
在本文中，我们通过链的过去和未来研究马尔可夫链的加性功能。我们将指出新的足够的投影条件，这确保固定马尔可夫链的N连续随机变量的部分总和的方差在n中是线性的。本文还解决了中心限制定理问题，并列出了几个开放问题。
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of n consecutive random variables of a stationary Markov chain is linear in n. The paper also addresses the central limit theorem problem and is listing several open questions.
