İzmir Ekonomi University Mathematics Department Seminars

Limit Theorems for One Class of Ergodic Markov Chains
Nezihe Turhan
The University of North Carolina at Charlotte, United States of America
Özet : We begin with the intuitive background on Markov Chains, and then talk about the necessity of positive recurrence assumption of a Markov Chain for the existence of Central Limit Theorem. Then we introduce additive functionals of countable Markov Chains and talk about two methods, namely, Dˆblin method and Martingale ap- proach, to prove the Central Limit Theorem for the ergodic Loop Markov Chains. Lastly, we introduce three Loop Markov Chain models, and construct the Central Limit Theorem for them.
  Tarih : 17.12.2015
  Saat : 16:00
  Yer : M303
  Dil : English