On the Quenched CLT for Stationary Markov Chains

Magda Peligrad ()
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Magda Peligrad: University of Cincinnati

Journal of Theoretical Probability, 2024, vol. 37, issue 1, 603-622

Abstract: Abstract In this paper, we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the past and the future of the Markov chain. As applications, we provide a new sufficient projective condition for the quenched CLT.

Keywords: Markov chains; Quenched limit theorems; Central limit theorem; Projective criteria; 60F05; 60F15; 60J05; 60G10 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10959-023-01241-0

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