Almost Sure Central Limit Theorem for Partial Sums of Markov Chain

作者：Zhuang, Guangming^*; Peng, Zuoxiang; Tan, Zhongquan

来源：Chinese Annals of Mathematics Series B, 2012, 33(1): 73-82.

DOI：10.1007/s11401-011-0691-y

• Almost sure central limit theorem
• Partial sums
• Markov chain
• Logarithmic means

The authors prove an almost sure central limit theorem for partial sums based on an irreducible and positive recurrent Markov chain using logarithmic means, which realizes the extension of the almost sure central limit theorem for partial sums from an i.i.d. sequence of random variables to a Markov chain.

• 出版日期2012-1
• 单位聊城大学; 苏州大学