The Invariance Principle for p- $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ Chain

Hu, Di He; Xiao, Zheng Yan
January 2007
Acta Mathematica Sinica;Jan2007, Vol. 23 Issue 1, p41
Academic Journal
There are two parts in this paper. In the first part we construct the Markov chain in random environment (MCRE), the skew product Markov chain and p– $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ chain from a random transition matrix and a two–dimensional probability distribution, and in the second part we prove that the invariance principle for p– $$ \ifmmode\expandafter\vec\else\expandafter\vecabove\fi{\theta } $$ chain, a more complex non–homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.


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