Central limit theorem started at a point for additive functionals of reversible Markov chains

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Cuny, Christophe
Peligrad, Magda
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In this paper we study the almost sure central limit theorem started from a point for additive functionals of a stationary and ergodic Markov chain via a martingale approximation in the almost sure sense. As a consequence we derive the quenched CLT for additive functionals or reversible Markov chains.
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Mathematics - Probability, 60F05, 60F15, 60J05
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