Covariance Operators and the Central Limit Theory for "Loop" Markov Chains
P. Gillespie, S. Molchanov

Abstract
This paper discusses the class of finite of Markov Chains, representing the random transition between deterministic dynamical systems. For such chains, the covariance operator B usually has a very rich kernel. We'll give a complete analysis of B and discuss its applications to the random number generators (RNG's).

Full Text: PDF     DOI: 10.15640/arms.v3n2a1