Kipnis–Varadhan quenched functional CLT conjecture
Kipnis–Varadhan quenched functional CLT conjecture
Let be a stationary reversible Markov chain with transition operator , invariant distribution , and let for and . Kipnis–Varadhan conjecture. If
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.
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Sources & referencesView supporting material
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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