Global Central Limit Theorems for Stationary Markov Chains
Abstract Let P be a Markov operator on a general state space ( S , Σ) with an invariant probability measure m , assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L 2 ( m ) a non-degenerate annealed CLT and an L 2 -normalized CLT hold.
Authors
- Michael Lin (ORCID: https://orcid.org/0000-0001-7583-3654)
Institutions
- Ben-Gurion University of the Negev (IL)
Publication Details
- Journal
- Annales Mathematicae Silesianae
- Published
- 2025-05-20
- DOI
- https://doi.org/10.2478/amsil-2025-0011
- Primary Topic
- Markov Chains and Monte Carlo Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00