SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES

1 December 1956

journal article
Published by Oxford University Press (OUP) in Biometrika

Vol. 43 (3-4) , 285-294
https://doi.org/10.1093/biomet/43.3-4.285

Abstract

The joint asymptotic distribution is derived for certain functions of the sample realizations of a Markov chain with denumerably many states, from which the joint asymptotic distribution theory of estimates of the transition probabilities is obtained. Application is made to a goodness of fit test.

Keywords

MARKOV CHAINS
DENUMERABLE NUMBER
ASYMPTOTIC DISTRIBUTION THEORY

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