Papers by Pastor Michael Maxwell
Central limit theorems and invariance principles are obtained for additive functionals of a stati... more Central limit theorems and invariance principles are obtained for additive functionals of a stationary ergodic Markov chain, say S n = g X 1 + • • • + g X n , where E g X 1 = 0 and E g X 1 2 < ∞. The conditions imposed restrict the moments of g and the growth of the conditional means E S n X 1. No other restrictions on the dependence structure of the chain are required. When specialized to shift processes, the conditions are implied by simple integral tests involving g.
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Papers by Pastor Michael Maxwell