Central limit theorem for the size of the range of a renewal process
We study the range of a Markov chain moving forward on the positive integers. For every position, there is a probability distribution on the size of the next forward jump. Taking a scaling limit as the means and variances of these distributions approach given continuous functions of position, there is a Gaussian limit law for the number of sites hit in a given rescaled interval. We then apply this to random coupling. At each time, n, a random function fn is applied to the set {1,...,N}. The range Rn of the composition fno...of1 shrinks as n increases. A Gaussian limit law for the total number of values of Rn follows from the limit law together with an extension to non-compact rescaled ranges.
Year of publication: |
2005
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Authors: | Hitczenko, Pawel ; Pemantle, Robin |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 72.2005, 3, p. 249-264
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Publisher: |
Elsevier |
Keywords: | Iterated function Random function Markov chain Coupling |
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