Anna Czapkiewicz, Antoni Dawidowicz
Published 2018-10-10Version 1
The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables fullfiled Lindeberg's condition then the Central Limit Theorem is true.
Central Limit Theorem and bootstrap procedure for Wasserstein's variations with application to structural relationships between distributions
A central limit theorem for adaptive and interacting Markov chains
Central Limit Theorems for General Transportation Costs
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