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Central limit theorem for triangular arrays of Non-Homogeneous Markov chains
central limit theorem triangular arrays non-homogeneousMarkov chains
2011/3/1
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on ma...
Functional moderate deviations for triangular arrays and applications
triangular arrays independent random variables strong mixing moderate deviations invariance principle.
2009/6/15
Motivated by the study of dependent random variables by coupling with independent blocks of variables,we obtain first sufficient conditions for the moderate deviation principle in its functional form ...