On the quenched CLT for stationary Markov chains (Q6204796): Difference between revisions

Let \((\xi_i)_{i\in\mathbb{Z}}\) be a Markov chain with stationary measure \(\pi\). For \(f\) a measurable function with zero mean and finite second moment with respect to \(\pi\), the author considers the quenched central limit theorem for \(S_n=\sum_{i=1}^nf(\xi_i)\). That is, letting \(P^x\) denote the conditional probability given that the Markov chain is in state \(x\) at time zero, the author obtains necessary and sufficient conditions under which \(P^x(S_n/\sqrt{n}\leq t)\) converges to the distribution function of a Gaussian random variable for each \(t\) as \(n\to\infty\), for \(\pi\)-almost every \(x\). In particular, the author provides a new projective sufficient condition for the quenched central limit theorem. The proofs are based on conditioning the Markov chain with respect to both the past and the future.