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arxiv: 0910.2631 · v2 · submitted 2009-10-14 · 🧮 math.PR

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

classification 🧮 math.PR
keywords additivefunctionalsmarkovalmostcentralchainslimitpoint
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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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