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On the norming constants occuring in convergent Markov chains

Published online by Cambridge University Press:  17 April 2009

Harry Cohn
Harry Cohn
Affiliation:
Department of Statistics, Institute of Advanced Studies, Australian National University, Canberra, Act.
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Several theorems concerning the norming constants {aṇ} and {bn} making a normed Markov chain {an (Xn+bn): n ≥ 0} convergent in distribution (or in probability) are given. It is shown that if Rényi's mixing conditions holds, and , whereas in the general case with α ≠ 0 and exists and are finite. Examples regarding maxima of independent and identically distributed random variables, random walk, and branching processes are considered.

Information

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 17 , Issue 2 , October 1977 , pp. 193 - 205
Copyright
Copyright © Australian Mathematical Society 1977

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