Häggström, Olle; Rosenthal, Jeffrey S. On variance conditions for Markov chain CLTs. (English) Zbl 1191.60082 Electron. Commun. Probab. 12, 454-464 (2007). Summary: Central limit theorems (CLT) for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature. These turn out to be equal under fairly general conditions, although not always. We also investigate the existence of CLTs, and pose some open problems. Cited in 15 Documents MSC: 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60F05 Central limit and other weak theorems Keywords:Markov chains; central limit theorems; asymptotic variance; spectral measure; reversibility × Cite Format Result Cite Review PDF Full Text: DOI EuDML EMIS