On the CLT for stationary Markov chains with trivial tail sigma field
Probability
2022-09-01 v1
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.
Keywords
Cite
@article{arxiv.2208.14532,
title = {On the CLT for stationary Markov chains with trivial tail sigma field},
author = {Magda Peligrad},
journal= {arXiv preprint arXiv:2208.14532},
year = {2022}
}
Comments
11 pages