On the quenched CLT for stationary Markov chains
Let \((\xi_i)_{i\in\mathbb{Z}}\) be a Markov chain with stationary measure \(\pi\). For \(f\) a measurable function with zero mean and finite second moment with respect to \(\pi\), the author considers the quenched central limit theorem for \(S_n=\sum_{i=1}^nf(\xi_i)\). That is, letting \(P^x\) denote the conditional probability given that the Markov chain is in state \(x\) at time zero, the author obtains necessary and sufficient conditions under which \(P^x(S_n/\sqrt{n}\leq t)\) converges to the distribution function of a Gaussian random variable for each \(t\) as \(n\to\infty\), for \(\pi\)-almost every \(x\). In particular, the author provides a new projective sufficient condition for the quenched central limit theorem. The proofs are based on conditioning the Markov chain with respect to both the past and the future.
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
- On the functional CLT for stationary Markov chains started at a point
- On the CLT for additive functionals of Markov chains
- On the CLT for stationary Markov chains with trivial tail sigma field
- Martingale approximation and optimality of some conditions for the central limit theorem
- A new CLT for additive functionals of Markov chains
- A new maximal inequality and invariance principle for stationary sequences
- A Note on the Central Limit Theorems for Dependent Random Variables
- A quenched weak invariance principle
- Almost sure invariance principles via martingale approximation
- An example of non-quenched convergence in the conditional central limit theorem for partial sums of a linear process
- Asymptotic Theory of Weakly Dependent Random Processes
- 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
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains
- Central limit theorems for additive functionals of Markov chains.
- Covariance inequalities for strongly mixing processes
- Ergodic theorems. With a supplement by Antoine Brunel
- 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 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 3374705 (Why is no real title available?)
- scientific article; zbMATH DE number 3403552 (Why is no real title available?)
- Introduction to strong mixing conditions. Vol. 3.
- Invariance principles for mixing sequences of random variables
- Limit theorems for functionals of ergodic Markov chains with general state space
- Limit theorems for Markov chains by the symmetrization method
- Martingale approximation and optimality of some conditions for the central limit theorem
- Martingale approximations for sums of stationary processes.
- Mixing Conditions for Markov Chains
- Necessary and sufficient conditions for the conditional central limit theorem
- On martingale approximations and the quenched weak invariance principle
- On the CLT for additive functionals of Markov chains
- On the CLT for stationary Markov chains with trivial tail sigma field
- On the functional CLT for stationary Markov chains started at a point
- On the optimality of McLeish's conditions for the central limit theorem
- Quenched central limit theorems for a stationary linear process
- Quenched central limit theorems for sums of stationary processes
- Some Limit Theorems for Random Functions. I
- The central limit theorem for Markov chains started at a point
- The central limit theorem for Markov chains with normal transition operators, started at a point
- The functional central limit theorem for strongly mixing processes
This page was built for publication: On the quenched CLT for stationary Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6204796)
