Central limit theorems for additive functionals of Markov chains
Work
Year: 2000
Type: article
Abstract: Central limit theorems and invariance principles are obtained for additive functionals of a stationary ergodic Markov chain, say $S_n = g(X_1)+ \cdots + g(X_n)$ where $E[g(X_1)]= 0$ and $E[g(X_1)^2]<\... more
Source: The Annals of Probability
Authors Michael Maxwell, Michael Woodroofe
Cites: 12
Cited by: 226
Related to: 10
FWCI: 1.339
Citation percentile (by year/subfield): 96.05
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze