Almost sure central limit theorem for partial sums of Markov chain

Abstract

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.

Keywords

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

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