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

DOI10.1214/23-ECP509MaRDI QIDQ6409308arXivFDO

Authors Magda Peligrad

Publication date 30 August 2022

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)

Abstract: In this paper we consider stationary Markov chains with trivial two-sided tail sigma field, and prove that additive functionals satisfy the central limit theorem provided the variance of partial sums divided by n is bounded.

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