Kipnis–Varadhan quenched functional CLT conjecture

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Let (Xn)n∈Z(X_n)_{n\in\mathbb{Z}} be a stationary reversible Markov chain with transition operator QQ, invariant distribution π\pi, and let f∈[(I−Q)Lq(π)]∩Lp0(π)f\in\lbrack(I-Q)\mathbb{L}_{q}(\pi)]\cap\mathbb{L}_{p}^{0}(\pi) for p∈[2,∞)p\in\lbrack2,\infty) and 1/p+1/q=11/p+1/q=1. Kipnis–Varadhan conjecture. If

Eπ(f∑j=0nQjf) is convergent.\mathbb{E}_{\pi}\mathbb{(}f\sum\nolimits_{j=0}^{n}Q^{j}f)\text{ is convergent.}

Then the quenched functional CLT holds. The conjecture asks whether the functional central limit theorem of Kipnis and Varadhan holds in the quenched sense for reversible Markov chains; the source states that it remains unsolved.

References

Primary source

David Barrera, Costel Peligrad and Magda Peligrad, “On the functional CLT for stationary Markov Chains started at a point”, arXiv:1503.05532 (2016).

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