A central limit theorem for iterated random functions
Wei Biao Wu and Michael Woodroofe
Source: J. Appl. Probab. Volume 37, Number 3
(2000), 748-755.
Abstract
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.
First Page:
Show
Hide
Keywords: Lipschitz continuity; fractals; indicator functions; Markov chains; Poisson's equation; transition operator
Full-text: Access denied (no subscription
detected)
We're sorry, but we are unable to provide
you with the full text of this article because we are not able to identify
you as a subscriber.
If you have a personal subscription to
this journal, then please login. If you are already logged in, then you
may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers
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
Journal of Applied Probability
