Global Central Limit Theorems for Stationary Markov Chains
Author:
Open Access
- 20 May 2025
- journal article
- Published by Walter de Gruyter GmbH in Annales Mathematicae Silesianae
- Vol. 39 (2) , 177-189
Abstract
Let P be a Markov operator on a general state space ( S , Σ) with an invariant probability measure m , assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L 2 ( m ) a non-degenerate annealed CLT and an L 2 -normalized CLT hold.Keywords
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