Abstract
After i.i.d. sequences of random variables, one is hard pressed to identify a structure with a more pervasive role in the theory and applications of probability than that of discrete parameter Markov processes. While the historical development is rich in concepts and techniques, efforts to complete the law of large numbers and central limit theory for Markov processes continue down fascinating pathways. In this article we present a contemporary survey of some of the main historical developments on these benchmark problems up through some state of the art theory and methods.
Original language | English (US) |
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Pages (from-to) | 145-170 |
Number of pages | 26 |
Journal | Handbook of Statistics |
Volume | 19 |
DOIs | |
State | Published - 2001 |
Externally published | Yes |
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics