Uniform CLT for Markov chains with a countable state space (Q5899792)

Let \((X_ j)_{j\geq 0}\) be an irreducible Markov chain taking integer values which has a finite second moment for the first return time from some integer to itself. The main result is that under the assumption \(m_{11}^{(2)}=E(\tau^ 2_ 1| X_ 0=1)<\infty\) the uniform CLT holds if and only if \(\sum^{\infty}_{j=1}m_{1j}\pi (j)<\infty\), where \(\pi\) denotes the unique invariant probability measure of \(X_ j\), \(m_{ij}=E(\tau_ j| x_ 0=i)\) and \(\tau_ j=\min \{n\geq 1:\) \(X_ n=j\}\), \(i,j\in \{1,2,...\}\).