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Almost sure central limit theorem for non-stationary Markov chains

Hui Yan, Lifeng Xu and Shaoyi Zhang

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 15, 5187-5194

Abstract: In this article, an almost sure central limit theorem for non-stationary Markov chains on a general state space is established by using the techniques of shift operator and harmonic function.

Date: 2023
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DOI: 10.1080/03610926.2021.2004426

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