文章基本信息

标题：On the CLT for additive functionals of Markov chains
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作者：Magda Peligrad
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2020
卷号：25
DOI：10.1214/20-ECP318
语种：English
出版社：Electronic Communications in Probability
摘要：In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of $n$ consecutive random variables of a stationary Markov chain is linear in $n$. The paper also addresses the central limit theorem problem and is listing several open questions.
关键词：Markov chains; variance of partial sums; central limit theorem; projective criteria