Almost sure central limit theorem for non-stationary Markov chains

DOI10.1080/03610926.2021.2004426OpenAlexW3215546879MaRDI QIDQ6115014FDOQ6115014

Authors

Publication date 12 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.2004426

zbMATH Keywords

Markov chainharmonic functionalmost sure central limit theoremmixing property

Mathematics Subject Classification ID

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

Cites work

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• Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
• On Strong Versions of the Central Limit Theorem
• On the Markov chain central limit theorem

Cited in

(3)

• Central limit theorem for triangular arrays of non-homogeneous Markov chains
• Central Limit Theorem for some non-stationary Markov chains
• Almost sure central limit theory for positive recurrent Markov chain

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