On the functional CLT for stationary Markov chains started at a point

DOI10.1016/j.spa.2015.12.001zbMath1336.60067arXiv1503.05532OpenAlexW2129617427MaRDI QIDQ271861

David Barrera, Costel Peligrad, Magda Peligrad

Publication date: 20 April 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05532

zbMATH Keywords

functional central limit theoremMarkov chainsreversibilitymartingale approximationquenched convergence

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Quenched phantom distribution functions for Markov chains ⋮ On the quenched CLT for stationary Markov chains ⋮ Ergodicity and central limit theorem for random interval homeomorphisms ⋮ On the quenched central limit theorem for stationary random fields under projective criteria

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