A Lindeberg-type theorem

David B. Wolfson

Stochastic Processes and their Applications, 1976, vol. 4, issue 2, 203-213

Abstract: Let (kQij)k be a sequence of semi-Markov matrices arising from the nonhomogeneous J-X process of Markov renewal theory. A generalization of the sufficiency half of the Lindeberg central limit theorem is proved for sums Sn=[summation operator]ni=1Xi suitably normed, where the Xi are the holding times of the J-X process. The approach used involves an adaption of the wellknown Trotter proof of the central limit theorem. Some familiar results are also obtained, by using this "convolution operator" approach.

Keywords: central; limit; theorem; semi-Markov; processes (search for similar items in EconPapers)
Date: 1976
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