Central limit theorem started at a point for additive functionals of reversible Markov chains

Details Central limit theorem started at a point for additive functionals of reversible Markov chains Central limit theorem started at a point for additive functionals of reversible Markov chains

2009-10-14

arxiv.org/abs/0910.2631v2

Mathematics

Probability

Scientific paper

In this paper we study the almost sure central limit theorem started from a
point for additive functionals of a stationary and ergodic Markov chain via a
martingale approximation in the almost sure sense. As a consequence we derive
the quenched CLT for additive functionals or reversible Markov chains.

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