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Variance Growth, Center-Tightness, and the Central Limit Theorem

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

We analyze the variance of S-N = f(1)(X-1, X-2) + center dot center dot center dot + f(N)(X-N, XN+1), , and characterize the additive functionals for which Var(S-N) negated right arrow infinity . Then we prove Dobrushins theorem: If Var(S-N) -> infinity, then S-N satisfies the central limit theorem.
Original languageEnglish
Title of host publicationLocal Limit Theorems For Inhomogeneous Markov Chains
PublisherSpringer Science and Business Media B.V.
Pages47-83
Number of pages37
Volume2331
ISBN (Electronic)978-3-031-32601-1
ISBN (Print)978-3-031-32600-4
DOIs
StatePublished - 1 Aug 2023

Publication series

NameLecture Notes in Mathematics
Volume2331

ASJC Scopus subject areas

  • Algebra and Number Theory

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