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

DOI10.1214/23-ECP509MaRDI QIDQ2686009zbMATH OpenFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• scientific article; zbMATH DE number 3403552 (Why is no real title available?)
• A new CLT for additive functionals of Markov chains
• A stationary pairwise independent absolutely regular sequence for which the central limit theorem fails
• A strictly stationary, ``causal, 5-tuplewise independent counterexample to the central limit theorem
• Basic properties of strong mixing conditions. A survey and some open questions
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Functional Gaussian Approximation for Dependent Structures
• Introduction to strong mixing conditions. Vol. 1.
• Limit theorems for Markov chains by the symmetrization method
• Limit theorems for functionals of ergodic Markov chains with general state space
• On mixing properties of reversible Markov chains
• Some Limit Theorems for Random Functions. I
• The functional central limit theorem for strongly mixing processes

Cited in

(7)

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

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