Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains

被引：0
|
作者：
Christophe Cuny
Magda Peligrad
机构：
[1] University of New Caledonia,Equipe ERIM
[2] University of Cincinnati,Department of Mathematical Sciences
来源：
Journal of Theoretical Probability | 2012年 / 25卷
关键词：
Quenched central limit theorem; Reversible Markov chains; 60F05; 60F15; 60J05;
D O I：
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学科分类号：
摘要：
In this paper we study the almost sure central limit theorem started at a point for additive functionals of a stationary and ergodic Markov chain via a martingale approximation in the almost sure sense. Some of the results provide sufficient conditions for general stationary sequences. We use these results to study the quenched CLT for additive functionals of reversible Markov chains.
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页码：171 / 188
页数：17
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