Central Limit Theorem for Markov Chains with Variable Memory via the Chen-Stein Method

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DOI: https://doi.org/10.28924/2291-8639-23-2025-15
Published: Jan 20, 2025
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Victorien Konané, Claude Yaméogo, Wahabo Baguian, Central Limit Theorem for Markov Chains with Variable Memory via the Chen-Stein Method, Int. J. Anal. Appl., 23 (2025), 15.

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Victorien Konané, Claude Yaméogo, Wahabo Baguian

Abstract

In this paper, we studied Markov chains of variable length and the convergence of persistent walk.We, also, looked at the rate of convergence of such process. We also provide the use of variable-memory stochastic chains in risk models.

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