Global Central Limit Theorems for Stationary Markov Chains
Let P be a Markov operator on a general state space (S, Σ) with an invariant probability measure m, assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L2(m) a non-degenerate annealed CLT and an L2-normalized CLT hold.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2025-05-01
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| Series: | Annales Mathematicae Silesianae |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/amsil-2025-0011 |
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