FCLT for Markov Chains. Let Yn be an ergodic Markov chain on a countable state space S with stationary distribution π. For a function f : S → R, consider the process Specify assumptions (and a, σ)...

FCLT for Markov Chains. Let Yn be an ergodic Markov chain on a countable state space S with stationary distribution π. For a function f : S → R, consider the processSpecify assumptions (and a, σ) under which Xn
d → B as n → ∞, and prove it.

May 07, 2022
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