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arXiv:2207.13758 [math.PR]AbstractReferencesReviewsResources

On the quenched CLT for stationary Markov chains

Magda Peligrad

Published 2022-07-27Version 1

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

Comments: 19 pages
Categories: math.PR
Subjects: 60F05, 60F15, 60J05, 60G10
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