A conditional CLT which fails for ergodic components

DOI10.1007/s10959-007-0126-6zbMath1147.60016OpenAlexW1986570523MaRDI QIDQ939130

Lahcen Ouchti, Dalibor Volný

Publication date: 21 August 2008

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

Full work available at URL: https://doi.org/10.1007/s10959-007-0126-6

zbMATH Keywords

Markov chaincentral limit theoremmartingaleergodic measureergodic componentquenched CLTannealed CLT

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items

Almost sure invariance principles via martingale approximation ⋮ Quenched invariance principles for orthomartingale-like sequences

Cites Work

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