Global Central Limit Theorems for Stationary Markov Chains

Lin, Michael

doi:10.2478/amsil-2025-0011

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 ∈ L²(m) a non-degenerate annealed CLT and an L²-normalized CLT hold.

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Global Central Limit Theorems for Stationary Markov Chains

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