Abstract
A form of the central limit theorem for vector valued Markov chains is given, which is applicable to models arising in polymer chemistry.
Citation
Thomas G. Kurtz. "The Central Limit Theorem for Markov Chains." Ann. Probab. 9 (4) 557 - 560, August, 1981. https://doi.org/10.1214/aop/1176994361
Information
Published: August, 1981
First available in Project Euclid: 19 April 2007
zbMATH: 0478.60034
MathSciNet: MR624682
Digital Object Identifier: 10.1214/aop/1176994361
Subjects:
Primary:
60F05
Secondary:
60G42
,
60J10
Keywords:
central limit theorem
,
Markov chains
,
Martingales
,
Polymers
Rights: Copyright © 1981 Institute of Mathematical Statistics