Abstract
A functional central limit theorem is established for Markov chains in random environments under the assumption of existence of a finite invariant, ergodic measure and a mixing condition. These conditions are always satisfied when the state space is finite.
Citation
Robert Cogburn. "On the Central Limit Theorem for Markov Chains in Random Environments." Ann. Probab. 19 (2) 587 - 604, April, 1991. https://doi.org/10.1214/aop/1176990442
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