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Long-range dependence of Markov chains in discrete time on countable state space. (English) Zbl 1139.60036

Let \((X_n)\) be an irreducible, stationary, apriodic Markov chain on the countable state space \({\mathcal X}\). The authors study the long-range dependence of a square integrable functional \(Y_n=y_{X_n}\) of the chain, for a real-valued function \((y_i, i\in{\mathcal X})\).

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60F99 Limit theorems in probability theory
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