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| Almost Sure Central Limit Theorem for Partial Sums of Markov Chain |
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Citation： |
Guangming ZHUANG,Zuoxiang PENG,Zhongquan TAN.Almost Sure Central Limit Theorem for Partial Sums of Markov Chain[J].Chinese Annals of Mathematics B,2012,33(1):73~82 |
| Page view： 2618
Net amount： 2283 |
Authors： |
Guangming ZHUANG; Zuoxiang PENG; Zhongquan TAN; |
Foundation： |
the National Natural Science Foundation of China (No. 11171275), the Program for Excellent Talents in Chongqing Higher Education Institutions (No.120060-20600204) and Liaocheng University Foundation (No. X09005). |
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| Abstract： |
The authors prove an almost sure central limit theorem for partial sums basedon an irreducible and positive recurrent Markov chain using logarithmic means, whichrealizes the extension of the almost sure central limit theorem for partial sums from ani.i.d. sequence of random variables to a Markov chain. |
Keywords： |
Almost sure central limit theorem, Partial sums, Markov chain, Logarithmic means |
Classification： |
60F15,60F05 |
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