On the quenched CLT for stationary Markov chains

DOI10.1007/S10959-023-01241-0arXiv2209.03146OpenAlexW4372300641MaRDI QIDQ6204796FDOQ6204796

Authors: Magda Peligrad 

Publication date: 2 April 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the past and the future of the Markov chain. As applications we provide a new sufficient projective conditions for the quenched CLT.

Full work available at URL: https://arxiv.org/abs/2209.03146

zbMATH Keywords

central limit theoremMarkov chainsprojective criteriaquenched limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Discrete-time Markov processes on general state spaces (60J05)

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