Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

Mingzhou Xu; Yunzheng Ding; Yongzheng Zhou

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arXiv · 2010.06790

Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains

Mingzhou Xu·Yunzheng Ding·Yongzheng Zhou

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Abstract

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore, we obtain a corresponding moderate deviation theorem for countable nonhomogeneous Markov chain by G\"artner-Ellis theorem and exponential equivalent method.

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Mingzhou Xu, Yunzheng Ding, Yongzheng Zhou. 2020-10-14. Central Limit Theorem and Moderate deviation for nonhomogenenous Markov chains. https://arxiv.org/abs/2010.06790

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