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：

暂无

中图分类号：

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.

引用

页码：171 / 188

页数：17

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