A useful version of the central limit theorem for a general class of Markov chains [1]
| Title | A useful version of the central limit theorem for a general class of Markov chains |
| Publication Type | Journal Article |
| Year of Publication | 2020 |
| Authors | Czapla D [2], Horbacz K [3], Wojewódka-Ściążko H [4] |
| Journal | Journal of Mathematical Analysis and Applications |
| Volume | 484 |
| Issue | 5 |
| Start Page | 123725 |
| Date Published | 04/2020 |
| Keywords | asymptotic coupling [5], central limit theorem [6], Markov chain [7], random dynamical system [8] |
| Abstract | In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular discrete-time Markov dynamical system. From the application point of view, the examined system provides a useful tool in analysing the stochastic dynamics of gene expression in prokaryotes. |
| DOI | 10.1016/j.jmaa.2019.123725 [9] |