Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains

DOI10.1007/s10959-010-0321-8zbMath1247.60031arXiv0910.2631OpenAlexW1975270624MaRDI QIDQ2428534

Christophe Cuny, Magda Peligrad

Publication date: 26 April 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2631

zbMATH Keywords

martingale approximationreversible Markov chainquenched CLT

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15)

Related Items (15)

On the functional CLT for stationary Markov chains started at a point ⋮ A quenched weak invariance principle ⋮ Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ On the quenched CLT for stationary Markov chains ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ Quenched central limit theorems for sums of stationary processes ⋮ On martingale approximations and the quenched weak invariance principle ⋮ Almost sure invariance principles via martingale approximation ⋮ Finite-memory elephant random walk and the central limit theorem for additive functionals ⋮ On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ A Central Limit Theorem for Reversible Processes with Nonlinear Growth of Variance ⋮ Quenched limit theorems for Fourier transforms and periodogram ⋮ Quenched invariance principles for orthomartingale-like sequences ⋮ Quenched Invariance Principles via Martingale Approximation

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