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Central Limit Theorems for Markov Chains from Wasserstein Convergence Rates

Jin, Rui
arXiv (All) · Papers
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statistics-theory
We give sufficient conditions for central limit theorems (CLTs) for additive functionals of Markov chains in terms of quantitative Wasserstein convergence rates, including suitable subgeometric rates. For a given metric $ψ$, we establish CLTs for $ψ$-Lipschitz functions under moment conditions by sh
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