Central Limit Theorem for Markov Chains with Variable Memory via the Chen-Stein Method

被引：0

作者：

Konane, Victorien ^{[1
,2
]}

Yameogo, Claude ^{[2
]}

Baguian, Wahabo ^{[2
]}

机构：

[1] Univ Joseph KI ZERBO, Math Dept, 03 BP 7021, Ouagadougou, Burkina Faso

[2] Lab Math & Informat, Ouagadougou, Burkina Faso

来源：

INTERNATIONAL JOURNAL OF ANALYSIS AND APPLICATIONS | 2025年 / 23卷

关键词：

Markov chains of variable length; persistent random walk; Chen-Stein method; counting process; risk model; RANDOM-WALK; APPROXIMATION; CONVERGENCE; ACCURACY;

D O I：

10.28924/2291-8639-23-2025-15

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we studied Markov chains of variable length and the convergence of persistent walk.We, also, looked at the rate of convergence of such process. We also provide the use of variable-memory stochastic chains in risk models.

引用

页数：16

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