On the Multi-Dimensional Central Limit Theorem for Finite Markov Chains : in the case of e(≧2) ergodic classes

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概要

• 論文の詳細を見る

• In the case of the only one ergodic class, which is all non-periodic, in which it makes no difference whether there is the dissipative part L, or not, two central limit theorems for finite Markov chains have already been demonstrated; the two-dimensional central limit theorem, by Hatori and Tsuchiya[1], and the multi-dimensional central limit theorem, by Hatori and Mori[2]. As a further development of the achievements mentioned above, this treatise demon-strates that the multi-dimensional central limit theorem holds good for finite Markiv processes having two or more e (≨2) ergodic classes, it makes no difference whether there is the dissipative part L, or not.

• 東海大学の論文

著者

• Ujiie Katsumi

  Department Of Mathematics Tokai University

• Ujiie Katsumi

  Department Of Mathematics Faculty Of Science Tokai University

• Sako Mitsuo

  Matsushita Electric Industrial Co., Ltd.

• Sako Mitsuo

  Matsushita Electric Industrial Co. Ltd.

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