| Article ID: | iaor2004682 |
| Country: | United States |
| Volume: | 37 |
| Issue: | 3 |
| Start Page Number: | 748 |
| End Page Number: | 755 |
| Publication Date: | Sep 2000 |
| Journal: | Journal of Applied Probability |
| Authors: | Wu Wei Biao, Woodroofe Michael |
| Keywords: | probability |
A central limit theorem is established for additive functions of a Markov chain that can be constructed as an iterated random function. The result goes beyond earlier work by relaxing the continuity conditions imposed on the additive function, and by relaxing moment conditions related to the random function. It is illustrated by an application to a Markov chain related to fractals.