马氏环境中马氏链的中心极限定理

The Central Limit Theorem for Markov Chains in Markovian Environments

讨论了具有离散参数的马氏环境中马氏链的中心极限定理,并给出了加在链和过程样本函数上的充分条件．同时深入研究了R_θ-链,得到马氏环境中马氏链的中心极限定理成立的三个充分条件．

In this paper, a central limit theorem for function of countable Markov chains in Markovian environments is investigated. Moreover, some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given. At last, Rθ-chains are systematically studied, some sufficient contions for the central limit theorem to hold for function of Markov chains in Markovian environments are obtained.