Author:
Mendoza-Pérez Armando F.,Hernández-Lerma Onésimo
Abstract
In this paper we study the asymptotic normality of discrete-time Markov control processes in Borel spaces, with possibly unbounded cost. Under suitable hypotheses, we show that the cost sequence is asymptotically normal. As a special case, we obtain a central limit theorem for (noncontrolled) Markov chains.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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