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A central limit theorem for the sojourn times of strongly ergodic Markov chains. (English) Zbl 0412.60027

MSC:
60F05 Central limit and other weak theorems
60J65 Brownian motion
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[1] Baxter, J.R.; Brosamler, G.A., Energy and the law of iterated logarithm, Math. scand., 38, 115-136, (1976) · Zbl 0346.60020
[2] E. Bolthausen, On the global asymptotic behavior of Brownian local time on the circle, Trans. Am. Math. Soc., to appear. · Zbl 0413.60012
[3] Chung, K.L., ()
[4] Gebelein, H., Das statistische problem der korrelation als variations- und eigenwertproblem und sein zusammenhang mit der ausgleichsrechnung, Z. angew. math. mech., 21, 364-371, (1941) · JFM 67.0491.01
[5] Kemeny, J.G.; Snell, J.L.; Knapp, A.W., Denumerable Markov chains, (1976), Springer New York · Zbl 0149.13301
[6] Parthasaraty, K.R., Probability measures on metric spaces, (1967), Academic Press New York
[7] Pitman, J.W., Uniform rates of convergence for Markov chain transition probabilities, Z. wahrscheinlichkeitstheorie und verw. gebiete, 29, 193-227, (1974) · Zbl 0373.60077
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