Central limit theorem started at a point for additive functionals of reversible Markov chains

Christophe Cuny; Magda Peligrad

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arXiv · 0910.2631

Central limit theorem started at a point for additive functionals of reversible Markov chains

Christophe Cuny·Magda Peligrad

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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.

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Christophe Cuny, Magda Peligrad. 2009-11-26. Central limit theorem started at a point for additive functionals of reversible Markov chains. https://arxiv.org/abs/0910.2631

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