Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains
Central Limit Theorem Started at a Point for Stationary Processes and Additive Functionals of Reversible Markov Chains
复制标题
可逆马尔可夫链的平稳过程和可加泛函的中心极限定理从一点开始
DOI：
10.1007/s10959-010-0321-8
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发表时间：
2012
影响因子：
0.8
通讯作者：
M. Peligrad
中科院分区：
文献类型：
--
作者：
C. Cuny;M. Peligrad
本文通过几乎处处意义下的鞅逼近，研究了平稳遍历马尔可夫链的可加泛函的几乎处处中心极限定理。其中一些结果为一般平稳序列提供了充分条件。我们利用这些结果研究了可逆马氏链的可加泛函的猝灭CLT。
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.