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arXiv · 2209.03146

On the quenched CLT for stationary Markov chains

Magda Peligrad
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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 conditions for the quenched CLT.

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Magda Peligrad. 2022-09-01. On the quenched CLT for stationary Markov chains. https://arxiv.org/abs/2209.03146

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