A new CLT for additive functionals of Markov chains

DOI10.1016/j.spa.2020.04.004zbMath1450.60018arXiv1910.06712OpenAlexW2980920989MaRDI QIDQ2196383

Magda Peligrad

Publication date: 2 September 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.06712

zbMATH Keywords

Markov chainscentral limit theoremabsolute regularityprojective criteriavariance of partial sums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

Related Items (4)

On the CLT for stationary Markov chains with trivial tail sigma field ⋮ On the quenched CLT for stationary Markov chains ⋮ Additive functionals as rough paths ⋮ On the CLT for additive functionals of Markov chains

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