Almost sure central limit theorem for non-stationary Markov chains

Abstract

In this article, an almost sure central limit theorem for non-stationary Markov chains on a general state space is established by using the techniques of shift operator and harmonic function.

Keywords:

• Markov chain
• almost sure central limit theorem
• mixing property
• harmonic function

MATHEMATICS SUBJECT CLASSIFICATION:

• 60J05
• 60F05

Additional information

Funding

The research is supported by the Science Foundation of Education Department of Hubei Province (D20172501, B2018148), the Science Foundation of Hubei Normal University (HS2020QN031).