A central limit theorem for iterated random functions
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.
Permanent link to this document: http://projecteuclid.org/euclid.jap/1014842833
Digital Object Identifier: doi:10.1239/jap/1014842833
Mathematical Reviews number (MathSciNet): MR1782450
Zentralblatt MATH identifier: 0969.60032