On the CLT for stationary Markov chains with trivial tail sigma field

DOI10.1214/23-ECP509MaRDI QIDQ2686009FDOQ2686009

Authors: Magda Peligrad 

Publication date: 24 February 2023

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.14532

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zbMATH Keywords

central limit theoremMarkov chainsadditive functionalstail sigma field

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

Cites Work

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• Limit theorems for functionals of ergodic Markov chains with general state space
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• On mixing properties of reversible Markov chains
• A new CLT for additive functionals of Markov chains
• Functional Gaussian Approximation for Dependent Structures

Cited In (7)

• Linear combinations of i.i.d. Strictly stable variables with random coefficients and their application to anomalous diffusion processes
• On variance conditions for Markov chain CLTs
• On the quenched CLT for stationary Markov chains
• Tail triviality for sums of stationary random variables
• On the CLT for stationary Markov chains with trivial tail sigma field
• On the tvGARCH(1,1) model: existence, CLT, and tail index
• The Tail σ-Field of a Finitely Additive Markov Chain Starting from a Recurrent State

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