Central limit theorem started at a point for additive functionals of reversible Markov chains
Probability
2009-11-26 v2
Abstract
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.
Keywords
Cite
@article{arxiv.0910.2631,
title = {Central limit theorem started at a point for additive functionals of reversible Markov chains},
author = {Christophe Cuny and Magda Peligrad},
journal= {arXiv preprint arXiv:0910.2631},
year = {2009}
}