On some Limit Theorem for Markov Chain

10/10/2018

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by   Anna Czapkiewicz, et al.

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The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables fullfiled Lindeberg's condition then the Central Limit Theorem is true.