On the CLT for stationary Markov chains with trivial tail sigma field

2022/08/30 by Peligrad, Magda
#60F05 #60G10 #60J05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2208.14532

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.

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